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OLEDB is usually way faster than ODBC so that the way to connect we promote. However, the new DCM only works for ODBC connection, which is quite strange.
I agree it's strange not to support OLEDB. It's our preferred way to connect to SQL server because you don't need a DSN. One less thing you need to configure on the Gallery Server.
In my benchmarking, OLEDB is 5X faster than ODBC in input tools. I opened a ticket with Alteryx Support years ago but no luck getting them to address it. Tableau has great ODBC performance, so what not Alteryx??? Very frustrating to be struggling with basic connectivity after all these years...
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