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I have a feeling a SQL client application is timing out, but because of how the application is coded, there's no way of telling. So I was hoping that running MSSQL profiler on the server would highlight something... Or am I heading toward a dead end?

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When a client 'times out' what happens is that the client actively initiates a query abort when it gives up. Left on its own, SQL Server would run the query until completion. So you would see an RPC:Completed or an SQL:BatchCompleted event with Error 2=Abort. Obviously, to see these events you must add these events to your Profiler trace, see How to: Specify Events and Data Columns for a Trace File (SQL Server Profiler).

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Here is a list of all the columns you can collect with SQL Profiler in server 2000. The big ones you would probably want to watch are CPU, Duration, Error, Reads, Writes and Success.

Here is a list with data for SQL 2005. To get the "Error" column, you need to go to the "Events Selection" tab when you are setting up your trace, choose "Show All Columns" and then put a checkmark in the Errors column where it exists. There is also a whole "Errors and Warnings" event category that can be used to track such things. See the linked documentation for much more detail about that.

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Hmm, for some reason the Error column is not available to select. I am using SQL Server 2005 if this is relevant. – nbolton Apr 7 '10 at 16:26
@nbolton: I've updated my answer with some SQL 2005 specific information. – MattB Apr 7 '10 at 18:55

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