Instream SQL in an NT Batch script

I am trying to move a couple of Unix scripts to an NT server.  I know
just about everything needs to change but the scripts use in stream SQL
commands and for some reason NT doesn't like the syntax.

The code is simple just like:
sqlplus / <<EOF
select something from somewhere;
EOF

It complains and says <<EOF not expected here. =20
Works on Unix and Linux.

What am I missing?

Thanks!
Ron
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