In some very rare case, you may experience a very weired message in profiler’s output as ‘Trace Skipped Records’ while you trace something on SQL Server. Screenshot of similer situation is as below:

This is not an error but it comes by design of SQL Server (I believe so). When you are using SQL profiler and return data is too big to fit in the GUI (for me, it is an enormous xml), SQL Server simply prints this message and proceed to next step. Mostlikely this is to save server’s memory and performance. Although not suggested and guranteed, you can try to run a server side trace and dump data in a file which should capture all the data. However, it is strongly not recommended to run a trace on your production server from server side.

This is not an error but it comes by design of SQL Server (I believe so). When you are using SQL profiler and return data is too big to fit in the GUI (for me, it is an enormous xml), SQL Server simply prints this message and proceed to next step. Mostlikely this is to save server’s memory and performance. Although not suggested and guranteed, you can try to run a server side trace and dump data in a file which should capture all the data. However, it is strongly not recommended to run a trace on your production server from server side.
Microsoft will probally document this limitation in future. More details may be found at https://connect.microsoft.com/SQLServer/feedback/details/304225/msft-edw-profiler-displays-trace-skipped-records-for-large-530kb-batch
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