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Asynchronous operation
It would be great to be able to interrupt a query that takes a long time to run and return records. For this it seems we need to look into asynchronous execution with polling: https://docs.microsoft.com/en-us/sql/odbc/reference/develop-app/asynchronous-execution-polling-method?redirectedfrom=MSDN&view=sql-server-ver15 .
A first glance into nanodbc suggests that some form of callback is supported. For drivers that support this, we could then execute asynchronously and poll for completion and also call checkUserInterrupt()
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https://github.com/r-dbi/RPostgres/pull/193 contains an implementation for libpq, we could model after this, including the argument name.
Tracking in #433