A colleague tells me that connections to a database are expensive and could harm performance of the application. They ask me to create a procedure that calls say another 8 procedures, that way they call one procedure and get back 8 datasets. From my viewpoint SQL is having to wait for each dataset to be returned before it can start to retrieve the next one so that will have a negative effect too.
Can anybody quantify the cost of the connection from an application and let me know whether the best approach is to call multiple procedures or one master procedure?