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I can't actually believe this myself, a Fox app, querying its own data is slower than a C#.Net querying fox data - whoa!!!
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Not sure this should be a total surprise. Without diving into this in great detail, could it be that the Fox OLE-DB Provider is more efficient than querying data in the native VFP environment? Regardless of environment, you still have rushmore. And, regardless of environment, you are still dealing with a file-based system. That said, I don't think the issue relates to network traffic. Although, it could be that .NET is a better/more efficient network client than Fox accessing tables natively.

You should submit this to the vfpconversion.com folks....(although my guess is that they are aware of it already...).

Too funny....