Приведённый код падает в выделенной строке через некоторое время
с исключением TimeOut Expired

            SqlConnection sqlConnection = new SqlConnection(
                @"Data Source=EXTRAN\SQL_SERVER_2005;Initial Catalog=Garage;Integrated Security=False;Persist Security Info=True;User ID=sa;Password=2299296");

            sqlConnection.Open();

            SqlCommand sqlCommand = new SqlCommand(
                String.Format(@"SELECT Position.CarID, Position.TimeStamp, Position.X, Position.Y, Car.Number AS CarNumber, Model.Name AS ModelName, 
                             ModelType.Name AS ModelTypeName, Position.State
                      FROM   Position INNER JOIN Car
                             ON Position.CarID = Car.ID INNER JOIN Model
                             ON Car.ModelID = Model.ID INNER JOIN ModelType
                             ON Model.ModelTypeID = ModelType.ID
                      WHERE  (Position.TimeStamp IN
                             (SELECT MAX(TimeStamp) AS MaxTimeStamp
                              FROM   Position AS innerPosition
                              WHERE (@StartTime <= TimeStamp) AND (TimeStamp <= @FinishTime)
                              GROUP  BY CarID)) AND (@StartTime <= TimeStamp) AND (TimeStamp <= @FinishTime)"), sqlConnection);

            sqlCommand.Parameters.Add("@StartTime", typeof(DateTime));
            sqlCommand.Parameters.Add("@FinishTime", typeof(DateTime));

            sqlCommand.Parameters["@StartTime"].Value = DateTime.Today;
            sqlCommand.Parameters["@FinishTime"].Value = DateTime.Now;

            SqlDataReader reader = sqlCommand.ExecuteReader();

Тот же запрос отрабатывает в Sql Management Studio секунд за 5