opc.three (4/9/2012)

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An alternative to using OPENQUERY is to use the EXECUTE...AT syntax to also force the query to execute on the remote server. OPENQUERY is a bit more flexible in that you can use it with SELECT...INTO, but the query parameter is limited to 8KB and OPENQUERY will not accept a variable.

See Example G in this article: EXECUTE

If you know the shape of the resultset you can use the INSERT...EXECUTE technique to capture rows into a local table.