From FarmShare

The central IT services SQL service lives at mysql-user.stanford.edu and the main page is https://itservices.stanford.edu/service/sql

On FarmShare, we already have a preconfigured stunnel, so you can just

 mysql -h 127.0.0.1 -u my_database_user_name -p

From other Stanford systems, I think you want mysql-user.stanford.edu as the hostname.