I have a very large table in SQL Server that has millions of records, and I want to export it into an Oracle database. Please tell me how.
You can accomplish this a few ways. First, you can use SQL Server's Data Transformation Services (DTS). With DTS, you can create a connection to your SQL Server instance and another connection to Oracle (through OLE DB) and push the data into Oracle.
Or, you can use DTS to dump the contents of the table to a comma-delimited file. From there, you can use Oracle's SQL*Loader utility to load the contents of a comma-delimited file into a table. Oracle's documentation, found on Technet if you don't have a copy, details how to use SQL*Loader to load a comma-delimited file in the Oracle 9i Utilities Guide.
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