// передача и выполнение запроса в DLL и возвращение хендла
handle := <set_sql_query('select * from table', var <кол столбцов>)> 

while (not <sql_query.EOF(handle)>) // пока есть необработанная строка в датасете
begin
  // получаем значение столбцов текущей строки 
  volum_column1 := get_volum_column1(handle, 1);
  volum_column2 := get_volum_column2(handle, 2);
  volum_column3 := get_volum_column3(handle, 3);
  // переход на следующую строку
  <sql_query.Next(handle)>
end
// освобождение хендля
free_sql_query (handle);

var
  ADOQuery: TADOQuery;
***
function open_query(SQL: PWideChar; var ErrMessage: PWideChar): Pointer stdcall;
begin
 try
  ADOQuery := TADOQuery.Create(nil);

  if not ADOConnection.Connected then
   begin
     ErrMessage := 'Connection not exists (open_query)';
     exit;
   end;

  ADOQuery.Connection := ADOConnection;
  ADOQuery.SQL.Text := SQL;

  ADOQuery.Open;
  ADOQuery.First;
  //result := Integer(Addr(ADOQuery));
  result := Addr(ADOQuery);
 except
   on e: Exception do ErrMessage := PWideChar(E.Message);
 end;
end;

function get_value_int(aADOQuery: Pointer; ColIndex: integer; var ErrMessage: PWideChar):integer stdcall;
begin
 result := -1;
 try
  if not ADOConnection.Connected then
   begin
     ErrMessage := 'Connection not exists (get_value_int)';
     exit;
   end;

  if not TADOQuery(aADOQuery).Active then
   begin
     ErrMessage := 'Query not open (get_value_int)';
     exit;
   end;

  result := TADOQuery(aADOQuery).Fields[ColIndex].AsInteger;

  if not TADOQuery(aADOQuery).Eof then TADOQuery(aADOQuery).Next;
 except
   on e: Exception do ErrMessage := PWideChar(E.Message);
 end;
end;

    function GetNewQuery(aTransactionKind: TCommonTransactionKind = trcRead):
      ICommonQuery;

result := TADOQuery(aADOQuery).Fields[ColIndex].AsInteger;

result := TADOQuery(aADOQuery).FieldByName(FieldName).AsInteger;

function open_query(SQL: PWideChar; var ErrMessage: PWideChar): Pointer stdcall;
begin
 try
  ADOQuery := TADOQuery.Create(nil);

  if not ADOConnection.Connected then
   begin
     ErrMessage := 'Connection not exists (open_query)';
     exit;
   end;

  ADOQuery.Connection := ADOConnection;
  ADOQuery.SQL.Text := SQL;

  ADOQuery.Open;
  ADOQuery.First;
  //result := Integer(Addr(ADOQuery));
  result := Pointer(ADOQuery);
 except
   on e: Exception do ErrMessage := PWideChar(E.Message);
 end;
end;

function get_value_int(aADOQuery: Pointer; FieldName: PWideChar; var ErrMessage: PWideChar):integer stdcall;
begin
 result := -1;
 ErrMessage := 'OK';
 try
  if not ADOConnection.Connected then
   begin
     ErrMessage := 'Connection not exists (get_value_int)';
     exit;
   end;

  if not TADOQuery(aADOQuery).Active then
   begin
     ErrMessage := 'Query not open (get_value_int)';
     exit;
   end;

  result := TADOQuery(aADOQuery).FieldByName(FieldName).AsInteger;

  if not TADOQuery(aADOQuery).Eof then TADOQuery(aADOQuery).Next;
 except
   on e: Exception do ErrMessage := PWideChar(E.Message);
 end;
end;

unit prj_test;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
   ADODB, StdCtrls;

type
  // Определение интерфейса
  IMQLADO = Interface(IInterface)
  ['{A821E663-27E2-462F-AD1C-96AA200117CE}']
  function OpenConnect(ServerName, DatabaseName:PWideChar):Pointer stdcall;
end;

type
  TMQLADO = Class(TInterfacedObject, IMQLADO)
  private
  public
    function OpenConnect(ServerName, DatabaseName:PWideChar):Pointer stdcall;
end;


type
  TForm1 = class(TForm)
    Button1: TButton;
    procedure Button1Click(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}
{
constructor TMQLADO.Create();
begin
 inherited;
end;
}

function TMQLADO.OpenConnect(ServerName, DatabaseName:PWideChar):Pointer stdcall;
var
 ADOConnection: TADOConnection;
var
  strerr: widestring;
begin
  try
    ADOConnection := TADOConnection.Create(nil);
    ADOConnection.LoginPrompt := false;
    ADOConnection.KeepConnection := false;
    if not ADOConnection.Connected then
     begin
      ADOConnection.Close;
      ADOConnection.ConnectionString := 'Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Security Info=False;Initial Catalog=' + DatabaseName + ';Data Source=' + ServerName + ';Use Procedure for Prepare=1;Auto Translate=True;Packet Size=4096;Use Encryption for Data=False;Tag with column collation when possible=False';
      ADOConnection.ConnectionTimeout := 30;
      ADOConnection.Connected := true;
      result := Pointer(ADOConnection);
     end;
  except
    on e: Exception do
    begin
      strerr := 'ERROR: ' + E.Message;
      result := NIL;
    end;

  end;
 end;
procedure TForm1.Button1Click(Sender: TObject);
var
  IMQL: IMQLADO;
  TMQL: TMQLADO;
begin
  TMQL.Create;
  IMQL := TMQL; // <- RUNTIME ERROR 
end;

end.

procedure TForm1.Button1Click(Sender: TObject);
var
  IMQL: IMQLADO;
  TMQL: TMQLADO;
begin
  TMQL := TMQLADO.Create;
  IMQL := TMQL;
  IMQL.OpenConnect('(local)', 'MT4');
end;

library ptr_mssql;
***
function GetMQLADO(): IMQLADO;
begin
  Result := TMQLADO.Create;
end;

exports

GetMQLADO;

begin

end.

procedure TForm1.Button3Click(Sender: TObject);
var
  IMQL: IMQLADO;
begin
 IMQL := GetMQLADO();
end;

***
function GetMQLADO(): IMQLADO; external 'ptr_mssql';
***
procedure TForm1.Button3Click(Sender: TObject);
var
  IMQL: IMQLADO;
begin
 IMQL := GetMQLADO();
end;

unit prj_test;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
   ADODB, StdCtrls, MQLADO, InterfaceMSSQL, ShareMem;
***
var
  Form1: TForm1;
  HandleConnect: Pointer;
  HandleQuery: Pointer;
  IMQL: IMQLADO;

function GetMQLADO(): IMQLADO; external 'ptr_mssql';

procedure TForm1.Button3Click(Sender: TObject);
begin
 IMQL := GetMQLADO();
 HandleConnect := IMQL.OpenConnect('(local)', 'MT4');
 IMQL.CloseConnect(HandleConnect);
end;