I copied the build string text from the workflow to notepad, apparently, all the question marks show up in notepad.  When I copied the same text to sublime, it didn't show the question marks.  So now the only thing to do is delete all the unnecessary question marks, save,  copy and paste to the build string.  Problem solved.

Hi Lily,

Could outline how you connected the NF to the database? And using which SharePoint and Nintex version?

Nintex 2012

In your workflow, Build string

INSERT INTO sqlTable
(xxx
,xxx
,xxx )

Values
('{ItemProperty:xxx}',
'{ItemProperty:xxx}',
'{ItemProperty:xxx}');

Drag Execute Sql

Data Source=xxxxx;Initial Catalog=your DB;User Id=userId;Password=password;

Uncheck Escape reference
Check stor default result

Hope this helps.  

Thank you Lily,

I completely overlooked the Execute SQL action...... Priceless in combination with your Build String example.