Thanks for the quick answer! The point of the code was to test, if one could run lots of small queries fast, that's why the infinite loop. There was a breakpoint in the loop so I could stop the execution when I wanted

I didn't test the speedup routines because the problem was solved on an other forum. I didn't close myRecordset before trying to assign a new one to the same variable and it somehow caused a slowdown. I added the modified code below, thanks for your time!

Link to the other thread: bit.ly/N4KTS1

[VBA]Sub Macro1()

Dim myRecordset As Recordset
Dim myConn As Connection
Dim myCmd As Command

sqlCommand = "SELECT CategoryId, CategoryName FROM H_BudgetEntries WHERE CategoryId=1 Or CategoryId=2"

Set myConn = New Connection

With myConn

.ConnectionString = "Provider=SQLOLEDB;Initial Catalog=TESTDB;Data Source=.;Trusted_connection=yes;"
.Open

End With

Set myCmd = New Command
myCmd.CommandText = sqlCommand

Set myCmd.ActiveConnection = myConn

Range("A5").Select

Do While True ' Infinite loop

Set myRecordset = myCmd.Execute ' This line of code takes almost 10 seconds to complete, but only on every other time it is run
Selection.Value = myRecordset.Fields(1)
Selection.Offset(1, 0).Select 'BREAKPOINT HERE

myRecordset.Close
Set myRecordset = Nothing

Loop


End Sub [/VBA]