Exception problem

Can it be owing to no record returned?

The other way round. No rows are being returned, because your query/batch run into an error.

You need to capture the error message with an exception handler and get the text of the error message.

Here is a simple sample program of how to capture exceptions with SqlDataReader_

using System.Data.SqlClient;

public static class SqlErrorRepro {
   private static string sqlBatchText = @"
      BEGIN TRY
         SELECT name, log(max_length) FROM sys.columns
      END TRY
      BEGIN CATCH
          ; THROW
      END CATCH";

   private static string connString =
        @"Data Source=.;Integrated Security=SSPI;Database=tempdb";

   public static void Main() {
      try {
         using (SqlConnection cn = new SqlConnection(connString))
         using (SqlCommand cmd = new SqlCommand(sqlBatchText, cn)) {
            int rowCount = 0;
            cn.Open();
            using (SqlDataReader reader = cmd.ExecuteReader()) {
               while(reader.Read()) { ++rowCount; };
               while(reader.NextResult());
            }
            System.Console.WriteLine("{0} rows read", rowCount);
         }
      }
      catch (System.Exception ex){
         System.Console.WriteLine("ERROR: " + ex.Message);
      }
   }
}