Oracle – Exclude Procedure Call from Transaction Rollback

Yes this can be done but you need a third party acting as a transaction coordinator. The standard protocol for this is called Two Phase Commit (2PC). This is usually done with a transaction manager acting as the coordinator.

This can also be generalized further to more than two databases. In fact it doesn't even have to be databases as the approach is generally applied to "transactional resources". Besides databases the other common transactional resource is a message queue. The usual example is to perform some work in a database (ex: update an account balance) and also send a message out on a message queue (ex: an outbound order).

For this to work your datasources need to support 2PC, usually via the XA protocol. How to do it depends on the specific type of datasource and programming language (ex: for Java you'd use an XADataSource).

There is no such thing as nested transactions in any released version of SQL Server. You can say BEGIN TRANSACTION as many times as you want, but a ROLLBACK affects all of them (never mind what @@TRANCOUNT says - it only reflects nesting level).

From the documentation:

It is not legal for the transaction_name parameter of a ROLLBACK TRANSACTION statement to refer to the inner transactions of a set of named nested transactions. transaction_name can refer only to the transaction name of the outermost transaction. If a ROLLBACK TRANSACTION transaction_name statement using the name of the outer transaction is executed at any level of a set of nested transactions, all of the nested transactions are rolled back. If a ROLLBACK WORK or ROLLBACK TRANSACTION statement without a transaction_name parameter is executed at any level of a set of nested transaction, it rolls back all of the nested transactions, including the outermost transaction.

A demonstration:

CREATE TABLE dbo.foo(a INT);

BEGIN TRANSACTION;
  INSERT dbo.foo(a) SELECT 1;
  BEGIN TRANSACTION;
    INSERT dbo.foo(a) SELECT 2;
    BEGIN TRANSACTION;
    ROLLBACK TRANSACTION;

SELECT tc = @@TRANCOUNT;

SELECT a FROM dbo.foo;

DROP TABLE dbo.foo;

Results:

tc    
----
0

1 row(s) affected.

a
----

0 row(s) affected.

So, there is no way to only roll back part of a "nested" transaction - it's all or nothing. If you want previous parts of this transaction to commit even if later parts fail, then stop nesting, and commit the first transaction before starting the next one.