SET CONNECTION
The SET CONNECTION statement activates a specified connection.
General format
EXEC SQL [ AT Database ]     SET CONNECTION { Connection-name }   END-EXEC  | 
Syntax rules
General rules
1.	When two or more connections are opened you can choose the active connection using the Connection-Name parameter.
2.	Database identifies the active connection that will execute the query and must be previously defined using a Format 4 
DECLARE statement.
 Examples
Switch from one connection to another when having one connection to an Oracle DB and other to a MySQL DB
if db-to-use = ora-db    exec sql      set connection ora-conn-1    end-exec else    exec sql      set connection mysql-conn-2    end-exec end-if  |