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Connect TO Sql Server From MySQL

How can I connect to a SQL Server Database from a MySQL Server? I need to use the MySQL as a proxy DB (querying all the SQL servers and MySQL connected to it).

I need a functionality sort of "linked server" one on SQL server.

You can't - the closest MySQL has is the FEDERATED engine, but it only supports connecting to other MySQL instances, not any other database vendor.

Only SQL Server's Linked Server and Oracle's Database Link technology support connecting to other database vendors (that I'm aware of), so you'd have to use SQL Server as the proxy to MySQL -- not the other way around.

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