ODBC select huge data rows

Dear Experts,
 I'm using ODBC in C# to select data (SQL statement) from a database then to insert these data into CSV file.

How do I improve my code when the SQL result is huge data?

        public Void executeQuery(string query)
        {

            if (conn.State == ConnectionState.Closed)
            {
                conn.Open();
            }

            OdbcCommand dc = new OdbcCommand(query, conn);
            OdbcDataReader reader = dc.ExecuteReader();

            schematab = reader.GetSchemaTable();

            DataTable dt = new DataTable();
            dt.Load(reader);

            reader.Close();

            Insert dt to CSV file

        }

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Thanks