Passing cursor between functions in embedded SQL

Did anybody try to do something like this?

int
open_cursor(...)
{  EXEC SQL DECLARE cur CURSOR FOR ...
  EXEC SQL OPEN cur;
 return cur1;  /* how can I do that???? */
}

int
fetch_cursor(... cur)
{  EXEC SQL FETCH cur;
  return some data;
}

That's how it's going to look in the calling program:
 cur := open_cursor;
 while (not found) {    fetch_cursor(cur);    do some processing with the data }   

My point is I don't want to declare huge arrays or linked lists and
keep all the fetched data in the memory. I want to fetch a row,
process it and move on to the next one.

May be there is another approach to do this? Please help

Thanks

Alla Gribov