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Reference : Designing ODBC Applications for Performance Optimization : Managing Connections and Updates : Managing Connections

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Managing Connections
Connection management is important to application performance. Optimize your application by connecting once and using multiple statement handles, instead of performing multiple connections. Avoid connecting to a data source after establishing an initial connection.
Although gathering driver information at connect time is a good practice, it is often more efficient to gather it in one step rather than two steps. Some ODBC applications are designed to call informational gathering routines that have no record of already attached connection handles. For example, some applications establish a connection and then call a routine in a separate DLL or shared library that reattaches and gathers information about the driver. Applications that are designed as separate entities should pass the already connected HDBC pointer to the data collection routine instead of establishing a second connection.
Another bad practice is to connect and disconnect several times throughout your application to process SQL statements. Connection handles can have multiple statement handles associated with them. Statement handles can provide memory storage for information about SQL statements. Therefore, applications do not need to allocate new connection handles to process SQL statements. Instead, applications should use statement handles to manage multiple SQL statements.
You can significantly improve performance with connection pooling, especially for applications that connect over a network or through the World Wide Web. With connection pooling, closing connections does not close the physical connection to the database. When an application requests a connection, an active connection from the connection pool is reused, avoiding the network round trips needed to create a new connection.
Connection and statement handling should be addressed before implementation. Spending time and thoughtfully handling connection management improves application performance and maintainability.