So this is VERY strange. RODBC seems to drop the time portion of DateTime SQL columns if the result set is large enough. (The queries are running against an SQL S
Why this happens on large datasets returned from sqlQuery()? I don't know. But was able to workaround it by applying a sql conversion in the sql call:
data <- sqlQuery(channel, "SELECT CONVERT(nvarchar(24), DtTimeField, 21) AS HourDt, * FROM ...
This is your workaround.