Thank you for writing.
You need to read the data from the reader, simply passing it as a data source will not work in this case. You can read about how to retrieve the data from the reader here: Retrieving Data Using a DataReader
I would also recommend you not to open SQL connection on the TextChanged event handler. You can either keep the connection open or pull the data into memory and take it from there. Otherwise you risk some performance penalties.
Let me know if you have further questions.
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