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How to run a Stack Exchange Data Explorer query from R and return the results to the R session?

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We can see the excellent Stack Exchange Data Explorer in the browser, and use it to run some TSQL. A random example could be: SELECT * FROM Tags

How can we run such a query from R, and return the results directly to the R session?

Note

I am aware we could use the Stack Exchange public data in Google BigQuery (e.g. using bigrquery, dbplyr etc), but I would like to avoid using this method


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