With Microsoft OLE DB Driver for SQL Server (MSOLEDBSQL) using SQLXMLOLEDB.4.0
Connection string
This SQLXML 4.0 OLEDB Provider connection string can be used for connections to SQL Server 2019, SQL Server 2017, SQL Server 2016, SQL Server 2014 and SQL Server 2012.
The DataTypeCompatibility=80 is important for the XML types to be recognised by ADO.
Provider=SQLXMLOLEDB.4.0;Data Provider=MSOLEDBSQL;DataTypeCompatibility=80;
Data Source=myServerAddress;Initial Catalog=myDataBase;User Id=myUsername;
Password=myPassword;
See also the other options available for MSOLEDBSQL connection strings.