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Any way to execute ad-hoc pl/pgsql?

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One of our developers asked me, "is there any way to execute arbitrary plpgsql"? By that I beleive he means: is there some way to execute ad-hoc pl/pgsql code without creating a stored procedure or a function?

I believe MS SQL Server can do this - has any one heard of some sort of command shell to do this for PG?

(I suppose one possibility would be something that created a temporary stored proc to execute the code, then cleaned up after itself.)

Carlo

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