Arduino UNO/Mega and similar
When it comes to the Arduino using AVR line microcontrollers like Arduino UNO and Arduino Mega, there is no way to implement client drivers for SQL Server, there is an SQL Driver for Mysql, however there is no security in using such drivers since these cannot encrypt the connection to the bank and preserve authentication information, because the AVR Microcontroller is 8 bits and does not have computational power for such algorithms.
Arduino DUE and Similar
The versions similar to Arduino DUE may have more elaborate drivers, but still will be weak in security, even using the ARM architecture will not always have a mathematical cooprocessor suitable the mathematical operations necessary for encryption.
Arduino Galileu, Yum and others who use Linux
Arduino Galileo and Arduino Yum versions may have SQL Server drivers, but they haven’t been made available yet, you may be trying to adapt some Linux driver in these environments by recompiling the driver.
In General
In all cases really the best solution is to have a Broker who will provide a certain level of security, and adaptation of the information sent.
Good exploitation of the options! + 1.
– OnoSendai