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Can someone please explain what is the main difference between SQL Server Compact Edition and SQL Server Express Edition?
For what purpose I should use this or that one?
Thanks
This blog has everything you need, it will even give you a feature comparison.
If you don’t feel like reading, SQL Server Compact is for Mobile/Embeded Apps, and Express edition is just a free scaled down SQL Server standard.
Edit
A very important thing to point out as @Rup just stated is that Compact is an in memory database.