DOH!

I meant to remove the -o when I copied and pasted the command.

If the file is desired/required then run a second command to type out the file.

@cmd varchar(1000),

@FileNameOut varchar(200),

@user varchar(30),

@pass varchar(30) ,

@db varchar(30)

SET @user='sa'

SET @pass='NotARealPassword'

SET @db ='SandBox'

set @FileNameOut ='OutputConsistencia_'+ @db

select @cmd = 'osql -U' + @user + ' -P' + @pass + ' -S -Q"dbcc checkdb (''' + @db + ''') with no_infomsgs" -o"c:\' + @FileNameOut + '.txt" -w500'

Exec master..xp_cmdshell @cmd

create table #t (cmdout nvarchar(255), id int identity)

set @cmd = 'type "c:\' + @FileNameOut + '.txt"

Insert #t Exec master..xp_cmdshell @cmd

Select * from #t