Is there something similar to TSQLDBStatement.TotalRowsRetrieved that can be used after the code has stepped through the data to determine if an empty set has been returned?
Something along the lines of:
var
data: ISQLDBROWS;
begin
data := Connection.Execute('select * from table', []);
while data.step do
...
if data.TotalRowsRetrieved = 0 then
HandleNoData;
EDIT: Please ignore my idiocy, I completely forgot about being able to just do: data.Instance.TotalRowsRetrieved
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