As above, I cannot type my queries on multiple lines in Jupyter, which is annoying because it is harder to write and read my own queries. Is there a way to toggle multiple and single line input? I have googled quite a few times but the documentation doesn't seem much help.
PS: found the silly solution of typing '%%sql' instead of '%sql'
This is pretty easy to do using standard python syntax. Use the triple quote operator.
query = """
select
  foo
from
  bar
"""
Building on above answer, use the pyodbc package, establish the connection, then query the database and bring data into Python memory.
import pyodbc
import pandas as pd
cnxn = pyodbc.connect('DSN=ODBC Connector Name', autocommit=True)
df = pd.read_sql_query("""
                       select
                         foo
                       from
                         bar
                       """,
                       cnxn
                       )
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