A connection device includes a sleeve having a first end, a second end above the first end, a longitudinal axis, and a wall that extends at least partially around the longitudinal axis. An extension member of a bone anchoring device is insertable through the first end into the sleeve to position the sleeve around at least part of the extension member. The wall has an outer surface and defines a laterally extending opening. A surface at a lower end of the opening extends inwardly from the outer surface by a first distance to facilitate insertion of a free end of the extension member from the first end into the opening, while a surface at an upper end of the opening extends inwardly from the outer surface by a distance greater than the first distance to restrict the free end from extending past the upper end of the opening.