I do like this:

var
sl: Tstringlist;
i: integer;
begin
sl := TStringList.Create;
qryXXX.SelectedBookmarks(sl);

for i := 0 to sl.Count - 1 do
begin
qryXXX.BufferBookmark := sl[i];

comment : do something with the data, YOU have to use the
bufferFieldbyName method

showmessage(qryXXX.BufferFieldByName('FIELDNAME').AsString);

comment : delete the buffer form the stringlist

qryXXX.DeleteBufferBookmark(sl[i]);
end


rgds
Hans