Test Script

 [cmdletbinding()]
 param(
  [string]$server,
  [string]$database = "master",
  [int]$count = 5
 )
 [System.Reflection.Assembly]::LoadWithPartialName("System.Windows.Forms") > $null
 
 $cnString = "Provider=SQLOLEDB;Data Source=$server;Initial Catalog=$database;Integrated Security=SSPI;"
 $sql = "SELECT TOP $count * FROM sysobjects"
 
 $cn = New-Object -ComObject ADODB.Connection
 $cn.Open($cnString)
 
 $recordset = New-Object -ComObject ADODB.RecordSet
 $recordset.CursorLocation = 2
 $recordset.Open($sql,$cn,3,3)
 $recordset.MoveFirst()
 
 do {
  $value = $recordset.Fields.Item("name").Value;
  $recordset.MoveNext()
  [System.Windows.Forms.MessageBox]::Show($value,"Name",0) > $null
 } until ($recordset.EOF -eq $true)
 
 $recordset.Close()
 $cn.Close()
 

Profiler

Extended Events (XE)

 CREATE EVENT SESSION [Track_api_cursor] ON SERVER 
 ADD EVENT sqlserver.cursor_close(
  ACTION(
 sqlserver.client_app_name,
 sqlserver.database_name,
 sqlserver.is_system,
 sqlserver.session_id,
 sqlserver.sql_text)
  WHERE (
 [sqlserver].[is_system]=(0)
 AND [sqlserver].[client_app_name]=N'Steely-Eyed-Missle-Man'
 )
 ),
 ADD EVENT sqlserver.cursor_open(
  ACTION(
 sqlserver.client_app_name,
 sqlserver.database_name,
 sqlserver.is_system,
 sqlserver.query_hash,
 sqlserver.session_id,
 sqlserver.sql_text)
  WHERE (
 [sqlserver].[is_system]=(0)
 AND [sqlserver].[client_app_name]=N'Steely-Eyed-Missle-Man'
 )
 ),
 ADD EVENT sqlserver.rpc_completed(
  ACTION(
 sqlserver.client_app_name,
 sqlserver.database_name,
 sqlserver.is_system,
 sqlserver.query_hash,
 sqlserver.session_id,
 sqlserver.sql_text)
 WHERE (
 [sqlserver].[is_system]=(0)
 AND [sqlserver].[client_app_name]=N'Steely-Eyed-Missle-Man'
 )
 )
 ADD TARGET package0.event_file(SET filename=N'Track_api_cursor.xel')
 WITH (
 MAX_DISPATCH_LATENCY=12 SECONDS,
 TRACK_CAUSALITY=ON
 )
 GO
 

 /* Read the data */
 IF OBJECT_ID('tempdb..#XEResults') IS NOT NULL 
  DROP TABLE #XEResults ;
 GO
 IF OBJECT_ID('tempdb..#XEResultsParsed') IS NOT NULL 
  DROP TABLE #XEResultsParsed ;
 GO
 
 -- Create results table to load data from XE files
 CREATE TABLE #XEResults
 (
  [RowID] INT IDENTITY
  PRIMARY KEY,
  [event_data] XML
 ) ;
 GO
 
 -- Load the event data from the file target
 INSERT INTO #XEResults
  ([event_data])
 SELECT CAST([event_data] AS XML) AS event_data
 FROM [sys].[fn_xe_file_target_read_file](N'Track_api_cursor*xel',NULL,NULL,NULL) ;
 
 --SELECT * FROM #XEResults
 
 -- Query the Event data from the Target.
 SELECT [event].[value]('(@name)[1]', 'varchar(50)') AS event_name
 -- , DATEADD(hh, DATEDIFF(hh, GETUTCDATE(), CURRENT_TIMESTAMP), [event].[value]('(@timestamp)[1]', 'datetime2')) AS [timestamp]
 ,[event].[value]('(action[@name="session_id"]/value)[1]', 'int') AS [session_id]
 ,[event].[value]('(action[@name="database_name"]/value)[1]','varchar(128)') AS [database_name]
 ,[event].[value]('(action[@name="client_app_name"]/value)[1]','varchar(500)') AS [client_app_name]
 ,[event].[value]('(data[@name="object_name"]/value)[1]', 'varchar(50)') AS [object_name]
 ,[event].[value]('(action[@name="sql_text"]/value)[1]','varchar(max)') AS [sql_text]
 ,[event].[value]('(data[@name="statement"]/value)[1]', 'varchar(1000)') AS [statement]
 ,[event].[value]('(action[@name="attach_activity_id_xfer"]/value)[1]', 'varchar(200)') AS [attach_activity_id_xfer]
 ,[event].[value]('(action[@name="attach_activity_id"]/value)[1]', 'varchar(200)') AS [attach_activity_id]
 FROM #XEResults
 CROSS APPLY [event_data].[nodes]('event') AS [q] ([event]) 
 ORDER BY DATEADD(hh, DATEDIFF(hh, GETUTCDATE(), CURRENT_TIMESTAMP),[event].[value]('(@timestamp)[1]', 'datetime2'))
 ,[event].[value]('(action[@name="attach_activity_id"]/value)[1]', 'varchar(200)');
 

Summary