My question is an extension to what was originally SOLVED. I have no issue with what is answered here:
Move data from pyodbc to pandas
What I am doing differently:
I have an extremely long query that works but doesn't look very nice in my Jupyter notebook. so rather than type it out, I am trying to use open('query.sql') to read in the file.
sql = open(r'H:\Common_All...\query.sql'\).read()
df = pd.read_sql(sql,cxnn)
Then it returns...
ProgrammingError                          Traceback (most recent call last)
~\AppData\Local\Continuum\anaconda3\lib\site-packages\pandas\io\sql.py in 
execute(self, *args, **kwargs)
   1403             else:
-> 1404                 cur.execute(*args)
   1405             return cur
ProgrammingError: ('42000', "[42000] [Microsoft][ODBC SQL Server Driver][SQL     Server]Incorrect syntax near 'GO'. (102) (SQLExecDirectW)")
During handling of the above exception, another exception occurred:
DatabaseError                             Traceback (most recent call last)
<ipython-input-12-f1680f29c12d> in <module>()
    158 
    159 # Creating the dataframe from database
--> 160 df = pd.read_sql(sql, conn)
~\AppData\Local\Continuum\anaconda3\lib\site-packages\pandas\io\sql.py in read_sql(sql, con, index_col, coerce_float, params, parse_dates, columns,     chunksize)
    398             sql, index_col=index_col, params=params,
    399             coerce_float=coerce_float, parse_dates=parse_dates,
--> 400             chunksize=chunksize)
    401 
    402     try:
~\AppData\Local\Continuum\anaconda3\lib\site-packages\pandas\io\sql.py in read_query(self, sql, index_col, coerce_float, params, parse_dates, chunksize)
   1437 
   1438         args = _convert_params(sql, params)
-> 1439         cursor = self.execute(*args)
   1440         columns = [col_desc[0] for col_desc in cursor.description]
   1441 
~\AppData\Local\Continuum\anaconda3\lib\site-packages\pandas\io\sql.py in execute(self, *args, **kwargs)
   1414             ex = DatabaseError(
   1415                 "Execution failed on sql '%s': %s" % (args[0], exc))
-> 1416             raise_with_traceback(ex)
   1417 
   1418     @staticmethod
~\AppData\Local\Continuum\anaconda3\lib\site-packages\pandas\compat\__init__.py in raise_with_traceback(exc, traceback)
    342         if traceback == Ellipsis:
    343             _, _, traceback = sys.exc_info()
--> 344         raise exc.with_traceback(traceback)
    345 else:
    346     # this version of raise is a syntax error in Python 3
~\AppData\Local\Continuum\anaconda3\lib\site-packages\pandas\io\sql.py in execute(self, *args, **kwargs)
   1402                 cur.execute(*args, **kwargs)
   1403             else:
-> 1404                 cur.execute(*args)
   1405             return cur
   1406         except Exception as exc:
DatabaseError: Execution failed on sql...[insert the query in my sql file]