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SET Not Applied to SELECT When Using a Linked Server

Make sure that the SET and SELECT statements are combined in the same query. If you open the connection and only perform the SET, as shown below, the SET parameters only get applied for the duration of the connection.

SELECT * FROM OPENQUERY(linkedserver, 'SET SamplingMode=interpolated')

The SamplingMode option in the previous example does not get applied to the next OPENQUERY that you perform with a SELECT statement. The SET statement only gets applied to the query if it is included with the SELECT statement. See Use OPENQUERY to Access a Linked Server for examples of how to include the SET statement with a SELECT statement.