Direct method from SQL command text to DataSet

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What is the most direct route to get a DataSet if I have a sql command?

string sqlCommand = "SELECT * FROM TABLE";
string connectionString = "blahblah";

DataSet = GetDataSet(sqlCommand,connectionString);

GetDataSet()
{
   //...?
}

I started with SqlConnection and SqlCommand, but the closest thing I see in the API is SqlCommand.ExecuteReader(). With this method, I'll need to get a SqlDataReader and then convert this to a DataSet manually. I figure there is a more direct route to accomplish the task.

If easier, a DataTable will also fit my goal.

3 Answers
public static string textDataSource = "Data Source=localhost;Initial Catalog=TEST_C;User ID=sa;Password=P@ssw0rd";

public static DataSet LoaderDataSet(string StrSql)      
{
    SqlConnection cnn;            
    SqlDataAdapter dad;
    DataSet dts = new DataSet();
    cnn = new SqlConnection(textDataSource);
    dad = new SqlDataAdapter(StrSql, cnn);
    try
    {
        cnn.Open();
        dad.Fill(dts);
        cnn.Close();

        return dts;
    }
    catch (Exception)
    {

        return dts;
    }
    finally
    {
        dad.Dispose();
        dts = null;
        cnn = null;
    }
}
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