SQL Language Guide : 6. Working with Transactions and Handling Errors : Transactions : How the Transaction Processing System Handles Interrupts
 
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How the Transaction Processing System Handles Interrupts
When an operator interrupt occurs on the currently executing transaction, the transaction processing system responds according to the operating system used:
Windows: The transaction processing system recognizes the interrupt signal, Ctrl+C. When the user enters a Ctrl+C through a terminal monitor during transaction processing, the DBMS interrupts the current statement and rolls back any partial results of that statement. Additional use of Ctrl+C is ignored (unless an additional statement is added to the transaction). The transaction remains open until terminated by a COMMIT or ROLLBACK statement.
Linux: The transaction processing system recognizes the interrupt signal Ctrl+C. When the user enters a Ctrl+C through a terminal monitor during transaction processing, the DBMS interrupts the current statement and rolls back any partial results of that statement. If there is no statement currently executing, Ctrl+C has no effect on the state of the transaction.