How to Get Only the First Error with psql –single-transaction in PostgreSQL

\copy can use a temporary table.

First I tested and confirmed this with version 9.0 at the command line.
Then I created a file with SQL and psql meta command \copy using multiple temporary tables. That worked for me, too.

CREATE TEMP TABLE tmp as SELECT * FROM tbl;
\copy (SELECT * FROM tmp JOIN tbl USING (id)) TO '/var/lib/postgres/test1.csv';

Call:

psql -p5432 mydb -f test.sql

Note the terminating semicolon, which is optional at the end of a file (terminated implicitly), but required after any other SQL statement and also after the last one if executed in psql interactively.

Normally, psql meta-commands cannot be mixed with SQL on the same line in a file executed per psql -f. I quote the manual on psql:

Parsing for arguments stops at the end of the line, or when another unquoted backslash is found. An unquoted backslash is taken as the beginning of a new meta-command. The special sequence \\ (two backslashes) marks the end of arguments and continues parsing SQL commands, if any. That way SQL and psql commands can be freely mixed on a line. But in any case, the arguments of a meta-command cannot continue beyond the end of the line.

Different rules apply after \copy, though. Essentially, psql switches back to SQL mode automatically after \copy See:

• How to update selected rows with values from a CSV file in Postgres?

But you wrote you had all commands on separate lines. So that cannot be the explanation in your case.

All that aside, have you considered using COPY (the SQL command) instead of \copy (the psql meta-command)?

Of course, the target file would have to be local to the server not the client in this case. And different file privileges apply. The manual:

Files named in a COPY command are read or written directly by the server, not by the client application. Therefore, they must reside on or be accessible to the database server machine, not the client. They must be accessible to and readable or writable by the PostgreSQL user (the user ID the server runs as), not the client.

Maybe it would be easiest to run a psql in the background, with it set to execute stdin, and connect its stdin to a named pipe. Then you can continually push data into that pipe, and finally push "end; \quit". Something like:

#!/bin/sh

psql_pipe=/tmp/psql$$
mkfifo -m 600 $psql_pipe
psql < $psql_pipe &
exec 3>$psql_pipe
psql_pid=$!

echo "> Started psql (pid=$psql_pid) reading from $psql_pipe"
trap '
  kill $psql_pid
  rm -f $psql_pipe
' EXIT

echo "begin;" >&3

echo "select now();" >&3

sleep 2

echo "select now();" >&3

sleep 2

echo "end; \quit" >&3

wait $psql_pid

Note that you can't simply do echo "sql" >$psql_pipe since the EOF would be transmitted to psql, which would then exit early-- the shell script has to keep its fd open.