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Oracle allows for a client session identifier (CLIENT_IDENTIFIER) which can be set at the start of the session. Currently one could explicitly set the identifier in the conductor (before-sql) and player processes (before-sql (node)) like this
call dbms_session.set_identifier('#DSProjectName#_#DSJobName#.#DSJobInvocationId#_#DSStageName#');
This requires manually setting it up in each stage though. It would be beneficial to have an option to set this automatically. With it one can trace the execution from within the database system.
Oracle is just an example here. Other database systems provide similiar capabilities, like e.g. Teradata supports Query Bands, which can also be set from the Datastage job / stage.
I think we would need both: logging database sessions with the identifier in DataStage and setting the client identifier.