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For example, I have a database and several tables in it. One of the tables is named Clients for this example. When I speak about a table and need to mention its name do I have to use the definite article?

Insert a record into the Clients table.

or

Insert a record into Clients table.

Which one is correct?

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I would go with either

Insert a record into the Clients table.

or

Insert a record into Clients.

In most of my professional writing I would prefer the first option, although the second may be better in some cases for style reasons.

"Insert a record into Clients table" would not be correct, because "Clients" is a modifier to the subject "table" in this sentence, and not a proper noun.

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You would say:

Insert a record into the Clients table.

This is equivalent to

Insert a record into the table named Clients.

If it was unambiguous from the context that you meant the table, you could say

Insert a record into Clients.

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