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Connection Script DB Capabilities

Hello,

I need to retrieve result set of an sql query and then compare the result set with a specific value in a for loop. I think the most logical way to achieve this is using a connection script between steps. What I need to learn is if a direct sql connection capability available in connection script? If so, what is the native function in connection script to handle db queries and what database connector is used in connection script? 

Kind Regards,

Melih