Using application name in sql server connection string

This helps with identifying or tracing which application is currently connected to sql server. This can be really helpful when trying to identify high CPU or memory usage issues. 

An example of what it looks like is shown below:-

Example: connectionString="Server=mySqlServer;Initial Catalog=myDatabase;User id=aUser;Password=aPassword;Application Name=My Application;"

For ODBC related connection string 

Driver={ODBC Driver 13 for SQL Server};server=localhost;database=WideWorldImporters;trusted_connection=Yes;APP=My Application;