title: character(0) return when using RODBC
body: <p>I am trying to import some data directly into R from a SQL Database. I have set up the connection without an issue but extracting the data has been somewhat challenging. I will try and make this as clear as possible because I don't think I can make it reproducible due to some sensitive information. When I run the following line I get the data I wanted:</p>
  
  <pre><code>myconn &lt;- odbcConnect("COMPANYNAME", uid = "support", pwd = "password111?")
  sqlQuery(myconn, "SELECT * FROM Metrics")
  </code></pre>
  
  <p>However, when I include a specific database I want to extract from within the server I get an issue:</p>
  
  <pre><code>sqlQuery(myconn, "USE companyname_clientname SELECT * FROM Metrics")
  </code></pre>
  
  <p>Where companyname_clientname is the database. Instead of the data I want, I get </p>
  
  <pre><code>character(0)
  </code></pre>
  
  <p>I know that introducing "USE companyname_clientname" is the issue, I just don't know why or how to fix it. If there is anything that would make this easier for you to help me let me know and I will accommodate.</p>