I would set up tracing in SQL Server Profiler to find out which SET parameter settings your application uses to connect, and which settings are used in SSMS. In SET settings, I mean
ARITHABORT ANSI_NULLS CONCAT_NULL_YIELDS_NULL
See MSDN for parameter table
I saw a problem before where the dial options used between SSMS and the application were different (in this particular case it was ARITHABORT ) and the performance difference was huge (in fact, the application will time out for certain requests, depending on parameter values).
I would recommend starting an investigation. By setting up a trace, you can see which specific calls take longer and the parameters that are used.
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