This code defines a stored procedure called sp_ExecuteRemoteQueryXML that allows you to execute a remote query on a different SQL Server instance and return the result as XML. This can be useful when you need to retrieve data from a remote server and process it as XML in your local SQL Server instance.

By utilizing the OPENROWSET function and dynamic SQL, the procedure establishes a connection to the remote server using the provided connection string and executes the specified query. The results of the remote query are then converted into XML format and returned through the @ResultXML output parameter. This stored procedure makes it easier to interact with remote SQL Server instances and process the data as XML, which can be beneficial for tasks like data extraction, migration, and integration with other systems or services.

 1-- Create a stored procedure to execute a remote query and return the result as XML
 2CREATE PROCEDURE ex.sp_ExecuteRemoteQueryXML
 3    @connection as varchar(512),      -- Connection string for the remote server
 4    @RemoteQuery NVARCHAR(MAX),       -- Remote query to be executed
 5    @ResultXML xml = '<null />' output -- Output parameter to store the result as XML
 6AS
 7BEGIN
 8    -- Prepare the base SQL query for OPENROWSET
 9    declare @sql nvarchar(max) = 'SELECT * FROM OPENROWSET(''SQLNCLI'', ''@connection'', ''@RemoteQuery'')';  
10    
11    -- Replace single quotes with double quotes in the remote query to escape them
12    set @RemoteQuery = replace(@RemoteQuery,'''','''''');
13    -- Replace the placeholders with the actual values for the connection string and remote query
14    set @sql = replace( @sql, '@connection' , @connection);
15    set @sql = replace( @sql, '@RemoteQuery', @RemoteQuery);
16
17    -- Declare variables for dynamic SQL and parameters
18    DECLARE @DynamicSQL NVARCHAR(MAX);
19    DECLARE @Result nvarchar(max);
20    DECLARE @ParamDefinition NVARCHAR(MAX);
21
22    -- Define the dynamic SQL query to cast the result as XML
23    SET @DynamicSQL = N'select @Result = cast( (select * from ('+@sql+') [data] for xml auto) as nvarchar(max) )';
24
25    -- Define the parameters for the dynamic SQL
26    SET @ParamDefinition = N'@Result nvarchar(max) OUTPUT';
27
28    -- Execute the dynamic SQL and store the result in the @Result variable
29    EXEC sp_executesql @DynamicSQL, @ParamDefinition, @Result OUTPUT;
30    
31    -- -- Print the dynamic SQL for debugging purposes
32    -- print @DynamicSQL
33
34    -- Set the @ResultXML output parameter to the XML result
35    set @ResultXML = cast(@Result as xml);
36
37END

Here are some limitations of the code:

Limited to SQL Server: This stored procedure is designed specifically for SQL Server and may not be compatible with other database management systems.

Single connection string: The stored procedure accepts a single connection string as a parameter, which means it can only connect to one remote server at a time. If you need to query multiple remote servers, you would have to execute the stored procedure multiple times with different connection strings.

Escaping quotes: The current implementation only handles escaping single quotes in the @RemoteQuery parameter. If the remote query contains other special characters that need to be escaped, you might need to handle those cases as well.

Error handling: The code does not include any explicit error handling. If the remote query fails due to connectivity issues, syntax errors, or other problems, the stored procedure might not provide useful information about the cause of the error.

Performance: Depending on the size of the result set and the complexity of the remote query, the performance of the stored procedure might be affected. Converting the result set to XML and processing it might also introduce some overhead.

Security: The use of dynamic SQL can potentially expose your code to SQL injection attacks if proper input validation and sanitization are not implemented. Always validate and sanitize user inputs before passing them to the stored procedure.

To overcome these limitations, you might need to modify the code to handle specific use cases, improve error handling and performance, and ensure the security of your implementation.

Version to just run a query and return a table:

 1-- Create or alter a stored procedure to execute a remote query on a different SQL Server instance
 2CREATE or ALTER PROCEDURE sp_ExecuteRemoteQuery
 3    @connection as varchar(512),      -- Connection string for the remote server
 4    @RemoteQuery NVARCHAR(MAX)        -- Remote query to be executed
 5AS
 6BEGIN
 7    -- Prepare the base SQL query for OPENROWSET
 8    declare @sql nvarchar(max) = 'SELECT * FROM OPENROWSET(''SQLNCLI'', ''@connection'', ''@RemoteQuery'')';  
 9    
10    -- Replace single quotes with double quotes in the remote query to escape them
11    set @RemoteQuery = replace(@RemoteQuery,'''','''''');
12    -- Replace the placeholders with the actual values for the connection string and remote query
13    set @sql = replace( @sql, '@connection' , @connection);
14    set @sql = replace( @sql, '@RemoteQuery', @RemoteQuery);
15
16    -- Print the dynamic SQL for debugging purposes
17    print @sql
18
19    -- Execute the dynamic SQL
20    EXEC sp_executesql @sql 
21
22END