See Tip: The All-Encompassing Try-Catch.

Just a few more hints:

• I fully agree with Breck and Alexey that Watcom-SQL is the recommended SQL dialect within SQL Anywhere - and note that you can declare several EXCEPTION clauses within one SQL block, so you can use structured exception handling - similar to using several catch blocks in PLs like C++/Java/C#. In contrast, T-SQL's TRY/CATCH just allows for one CATCH block per TRY block.

• However, if you want/have to be compatible to other DBMSs like ASE or MS SQL Server, using T-SQL code is usually possible in SQL Anywhere. For T-SQL code, you may have a look at the on_tsql_error option and that comparison.

• If MS-SQL compatibility is a strong requirement, and if you like to get familiar with SQL Anywhere but don't need a productive solution in the very near future, you may also consider having a look at the SQL Anywhere 16 beta called "Nagano". I can't tell whether there is support for something like a TRY/CATCH construct there - but you may check for yourself.