What is the difference between ODBC and OLE DB?

Database

The differences between these two data access protocols are technical, but in the most general terms, OLE DB is newer, more advanced, and compatible with a wider selection of database technologies. In addition, OLE DB is more general, in that it includes the ODBC functionality.

Technically speaking, ODBC (Open Database Connectivity) is designed to provide access primarily to SQL data in a multi-platform environment. OLE DB (Object Linking and Embedding Database) is designed to provide access to all types of data in an OLE Component Object Model (COM) environment. OLE DB includes the SQL functionality defined in ODBC but also defines interfaces suitable for gaining access to data other than SQL data.

A query generated via ODBC is functionally similar to a query generated by OLE DB. However, be aware that if you generate a query (via STATISTICA Query) using an ODBC connection, STATISTICA uses OLE DB to connect to the ODBC connection. Because there is an intermediate connection, ODBC queries may be slower than OLE DB queries.

Read More: http://documentation.statsoft.com/STATISTICAHelp.aspx?path=Query/StatQuery/FAQ/WhatIstheDifferencebetweenODBCandOLEDB