I see a LOT of resources about producing feeds from T-SQL2005, about parsing XML into a database schema, processing, bulk operations, etc. What I don’t see is how to have, for example, a statement/s in a stored proc or function which can simply access a URL for an XML feed, load the XML into a table field or sproc variable and close the connection.
I understand it might be necessary to use an external layer, like a C# web app, but it would be great (considering all the other complex functions T-SQL provides) to just read a feed or file directly.
You can use OPENROWSET if the file is on the same server, example
If you want to import all of them from a folder, take a look at How to import a bunch of XML files from a directory in T-SQL
If you need to acces it from a URL then SSIS could do it if it is a web service or perhaps even SQLCLR