Matlab Database Queries

We have Windows XP SP2 computer with a Matlab 7.3.0 (R2006b) application that uses an ODBC connection to query a MySQL database (on the same computer) for large financial time series (about 250,000 records with a 'price' and a 'dateAndTime' fields on each query).

When the query is executed inside Matlab the response time is about 5 to 6 times longer than when the same query is executed directly on MySQL's Query Browser.

Similar results are obtained when moving the database to a different computer.

Is there a way to improve the performance of the Matlab application?
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Assuming that you are running the exact same query in both places, my guess is that Matlab just can't pull the result set of out ODBC fast enough.  Maybe Matlab is pulling the result records out one at a time instead of in a more efficient buffered mode.
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