I would expect a query to take close the same amount of time regardless of the application assuming each application is doing the same thing. For example in the PCC, if you run the query into the Grid it only retrieves the first 40 rows.
How long does the query take in the PCC if you execute it into "Text" mode?
Also, have you verified that the query is optimized and using indexes? I've seen that cause slow queries on the first run.
Also, what does your code look like? Is this a read only type query? If so, make sure you're using a Read Only, Forward Only cursor.
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