The ConnectionString is used by the DataSource class to load the report data.
The DataSource class uses an System.Data.OleDb.OleDbConnection object to retrieve the data, so the syntax for the ConnectionString is the one used OleDb connection strings. For details on the syntax, see the documentation for the System.Data.OleDb.OleDbConnection class.
The ConnectionString specifies the database that contains the report data. The RecordSource property specifies which table, stored procedure, or Sql command to use for retrieving the data.
If you want to use a different type of connection (e.g. a System.Data.SqlClient.SqlConnection, or if your application already has the data available in a System.Data.DataTable object, you can assign the data directly to the Recordset property.