@@FETCH_STATUS (Transact-SQL)
Returns the status of the last cursor FETCH statement issued against any cursor currently opened by the connection.
Because @@FETCH_STATUS is global to all cursors on a connection, use @@FETCH_STATUS carefully. After a FETCH statement is executed, the test for @@FETCH_STATUS must occur before any other FETCH statement is executed against another cursor. The value of @@FETCH_STATUS is undefined before any fetches have occurred on the connection.
For example, a user executes a FETCH statement from one cursor, and then calls a stored procedure that opens and processes the results from another cursor. When control is returned from the called stored procedure, @@FETCH_STATUS reflects the last FETCH executed in the stored procedure, not the FETCH statement executed before the stored procedure is called.
To retrieve the last fetch status of a specific cursor, query the fetch_status column of the sys.dm_exec_cursors dynamic management function.
http://www.sqlteam.com/article/cursor-performance
The following example uses @@FETCH_STATUS to control cursor activities in a WHILE loop.
DECLARE Employee_Cursor CURSOR FOR SELECT BusinessEntityID, JobTitle FROM AdventureWorks2012.HumanResources.Employee; OPEN Employee_Cursor; FETCH NEXT FROM Employee_Cursor; WHILE @@FETCH_STATUS = 0 BEGIN FETCH NEXT FROM Employee_Cursor; END; CLOSE Employee_Cursor; DEALLOCATE Employee_Cursor; GO
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