If OLE interface mentioned is so stupid and doesn't allow to get numbers in a reasonable quantity and speed, I'd suggest to search for another database application communication mechanism. Say, storing data to file or send through another communication channel like TCP/IP, DDE or anything else. This may be faster.
Generally there is LabVIEW SQL toolkit from NI and it's manual describes the right way of accessing database data in M$ Windows.
http://www.ni.com/catalog/pdf/1msw094_097a.pdf
http://digital.ni.com/manuals.nsf/7aba4d4ed8d9fa958625663500505c98/e2f21bc9809714f28625665e00635879?OpenDocument
Comment: When asking such a question, don't keep in secret the name of your database application and some additional details, and you'll get much more chances
to get the right answer.
Best Regards,
Sergey