Persisting A SqlDataReader In A SqlFunction Enumerator

I have built a Table Valued SqlFunction which streams out filtered results from a table. The way that I have implemented this is by using a custom class which implements the IEnumerator interface.

The class internally stores a SqlDataReader and a SqlConnection as private member variables. The Class initializer (ie: the New function) creates a SqlCommand which is executed with ExecuteReader into the SqlDataReader and returns.

The IEnumerator.MoveNext method loops through the SqlDataReader until it finds a result which matches the heuristic filter, and the IEnumerator.Current method returns the current result from the SqlDataReader.

Unfortunately as soon as the initializer returns the SqlDataReader is automatically closed, and I can't figure out why. I've debugged through this and at the end of the Initializer the SqlDataReader is definately open, and as soon as first call to MoveNext is run it is closed.

Can anyone offer any suggestions on how I can fix this.

In the interim i've had to load all of the filtered results into a temporary ArrayList in the Initializer, which defeats the purpose of streaming out the results.