Limiting the number of records in Execute Query

Hello,
I would like to know how to retrieve large amount of records in small segments.

I am retrieving 1 million records by executing the sql query
   SELECT * FROM myTable ORDER BY sub_id LIMIT 1000 OFFSET <num>;
in a loop, incrementing <num> every time by 1000.

Is there any sql-odbc api which does the same(a variant of SQLExecute)? An api which enables to scroll along the
recordsand execute the query? 

Thanks,
Shooj.