Parsing CSV using OleDb using C#

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You should indicate only the directory name in your connection string. The file name will be used to query:

var filename = @"c:\work\test.csv";
var connString = string.Format(
    @"Provider=Microsoft.Jet.OleDb.4.0; Data Source={0};Extended Properties=""Text;HDR=YES;FMT=Delimited""", 
    Path.GetDirectoryName(filename)
);
using (var conn = new OleDbConnection(connString))
{
    conn.Open();
    var query = "SELECT * FROM [" + Path.GetFileName(filename) + "]";
    using (var adapter = new OleDbDataAdapter(query, conn))
    {
        var ds = new DataSet("CSV File");
        adapter.Fill(ds);
    }
}

And instead of OleDB you could use a decent CSV parser (or another one).

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