It depends in part on whether the query itself is streaming, or whether it does lots of work in temporary tables then (finally) starts returning data. You can't do much in the second scenario except re-write the query; however, in the first case an iterator block would usually help, i.e.
public IEnumerable<Foo> GetData() {
// not shown; building command etc
using(var reader = cmd.ExecuteReader()) {
while(reader.Read()) {
Foo foo = // not shown; materialize Foo from reader
yield return foo;
}
}
}
This is now a streaming iterator - you can foreach
over it and it will retrieve records live from the incoming TDS data without buffering all the data first.
If you (perhaps wisely) don't want to write your own materialization code, there are tools that will do this for you - for example, LINQ-to-SQL's ExecuteQuery<T>(tsql, args)
will do the above pain-free.