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If you display data from a remote database by either:
select * from remote_synonym
or
select * from table@database
then you may get error ORA-02041: client database did not begin a transaction.
This error is due to a bug or oddity with the Oracle ODBC Driver. The problem doesn't happen if you use the Microsoft ODBC Driver for Oracle. In general the Microsoft ODBC Driver is not as good as the Oracle ODBC Driver, however in this case it is able to display remote data without problem.
For more information on setting up a connection using the Microsoft ODBC Driver for Oracle see Connecting to Oracle.