I am new to R but am interested in using Shiny to create dynamic charts using data stored in a SQL Server database.  To enable interactivity, I want to bring in the raw data from the database and perform calculations within R rather than have the database summarize the data.
I am able to connect to the database using RODBC, execute a query, and receive results in a data.frame.  However, the read time in R is about 12x longer than than the same query executed in SQL Server Management Studio (SSMS).  SSMS takes ~600 ms, whereas R takes about 7.6 seconds.  My question is whether I am doing something wrong, or is R just really slow with database access?  And if so, are there faster alternatives (e.g. writing the database output to  a file and reading the file)?
Some information about the query that may help:  The query retrieves about 250K rows with 4 columns.  The first column is a date and the other three are numeric values.  The machine running R and SSMS is a high-end Win 7 workstation with 32GB of memory.  The R command that I am running is:
system.time(df <- sqlQuery(cn, query))
which returns:
user  system elapsed
7.17   0.01   7.58
Interestingly, it appears that the data transfer from SQL to my machine is fast, but that R is busy doing things internally for several seconds before returning  the data.frame.  I see this because network utilization spikes in the first second and almost immediately returns to near 0.  Then several seconds later, the R data.frame returns.
                        
I would try RJDBC http://cran.r-project.org/web/packages/RJDBC/RJDBC.pdf
with these drivers https://msdn.microsoft.com/en-us/sqlserver/aa937724.aspx