Although MIB extensions allow for access to a rich dataset about a variety of SNMP-enabled devices, utilizing the rich dataset for various management tasks can involve collection of a vast amount of data from an SNMP-enabled device. For instance, a network management system may collect several tables of utilization data for thousands of interfaces divided into multiple sets of interfaces on an SNMP-enabled device to calculate the average utilization of a single group of interfaces. Moreover, the values for some OIDs are other OIDs. In at least these cases, the conventional request-response exchange for data collection is insufficient. Expressions can be written with in an expression languages as data collection queries (“embedded queries”) for interactive querying over multiple exchanges for SNMP data collection.