using (SqlConnection connection = new SqlConnection(ConnectionString))
{
 connection.Open();

  //Создать команду
  SqlCommand cmd = new SqlCommand();
  cmd.CommandText = "SELECT ... FROM ... WHERE ...";
  cmd.CommandTimeout = 4 * 60;
  cmd.Connection = connection;

  //Включить отслеживание зависимостей
  SqlDependency depend = new SqlDependency(cmd/*, null, this._timeout*/);
  depend.OnChange += new OnChangeEventHandler(Dependency_OnChange);

  //Выполнить запрос
  SqlDataReader rdr = cmd.ExecuteReader();
}

System.Data.SqlClient.SqlException (0x80131904): Cannot find the user 'owner', because it does not exist or you do not have permission.

declare @p3 uniqueidentifier
set @p3='94BE88B5-DF71-EB11-82DA-708BCDBF664A'
exec sp_executesql N'
IF OBJECT_ID(''SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf'', ''SQ'') IS NULL 
BEGIN 
	CREATE QUEUE [SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf] WITH ACTIVATION (PROCEDURE_NAME=[SqlQueryNotificationStoredProcedure-603d11f3-f4c0-4aab-9d10-c59f984f9ddf], MAX_QUEUE_READERS=1, EXECUTE AS OWNER); 
END; 
IF (SELECT COUNT(*) FROM sys.services WHERE NAME=''SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf'') = 0 
BEGIN 
	CREATE SERVICE [SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf] ON QUEUE [SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf] ([http://schemas.microsoft.com/SQL/Notifications/PostQueryNotification]); 
	IF (SELECT COUNT(*) FROM sys.database_principals WHERE name=''sql_dependency_subscriber'' AND type=''R'') <> 0 
	BEGIN 
		GRANT SEND ON SERVICE::[SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf] TO sql_dependency_subscriber; 
	END;  
END; 
BEGIN DIALOG @dialog_handle FROM SERVICE [SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf] TO SERVICE ''SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf''',
N'@dialog_handle uniqueidentifier output',@dialog_handle=@p3 output
select @p3

CREATE QUEUE [SqlQueryNotificationService-603d11f3-f4c0-4aab-9d10-c59f984f9ddf] WITH ACTIVATION (PROCEDURE_NAME=[SqlQueryNotificationStoredProcedure-603d11f3-f4c0-4aab-9d10-c59f984f9ddf], MAX_QUEUE_READERS=1, EXECUTE AS OWNER); 

GRANT CREATE SERVICE   TO [SqlUser];

GRANT ALTER ANY SCHEMA TO [SqlUser];

GRANT ALTER ON SCHEMA::[dbo] TO [SqlUser];

Cannot find the user 'owner', because it does not exist or you do not have permission.