Illegal XML character out of the extended event I'm capturing extended events in SQL server. Trying to analyse the trace - converting the event data to xml an error comes up:


  Msg 9420, Level 16, State 1, Line 28
  XML parsing: line 1, character 731, illegal xml character


Investigating the issue, I find that there is a character of ascii number 3 in the sql_text action value. This value is passed by a client in form of dynamic SQL. This is of little concern here. The problem is that XE cannot handle weird characters in sql_text.

This is how I get to the data causing the trouble:

declare @data nvarchar(max)
declare @id int
SET NOCOUNT ON

if object_id('tempdb.dbo.#xerrors') is null --drop table #xerrors
begin
    select CAST(null as XML) as xml_event_data, * 
    into #xerrors
    from sys.fn_xe_file_target_read_file
            (
                '...\Log\error_*.xet', 
                '...\Log\error_*.xem', 
                null, 
                null
            ) 

    alter table #xerrors
    add id int identity(1,1) primary key not null

end

while exists(select 1 from #xerrors where (@id is null or ID &gt; @id) and xml_event_data is null)
begin
    select top 1 @id = id, @data = event_data from #xerrors where (@id is null or ID &gt; @id) and xml_event_data is null order by id

    print @id

    update #xerrors set xml_event_data = CONVERT(xml, event_data) where id = @id

end

select ascii(SUBSTRING(event_data, 731, 1)), event_data from #xerrors where id = 11253


And my session setup is:

-- TRIES TO ELIMINATE PREVIOUS SESSIONS
if exists(select 1 from sys.dm_xe_sessions xes where xes.name = 'error_capture')
      DROP EVENT SESSION error_capture ON SERVER
GO


-- CREATES THE SESSION
CREATE EVENT SESSION error_capture ON SERVER
ADD EVENT sqlserver.error_reported
(
    ACTION (
        sqlserver.tsql_stack, 
        sqlserver.sql_text,
        sqlserver.client_hostname,
        sqlserver.client_pid,
        sqlserver.client_app_name,
        sqlserver.is_system,
        sqlserver.nt_username,
        sqlserver.username,
        sqlserver.transaction_id,
        sqlserver.session_id,
        sqlserver.database_id,
        sqlserver.database_context
    )
    --actions
    WHERE Severity &gt; 10
)
ADD TARGET package0.asynchronous_file_target
-- CONFIGURES THE FILE TARGET
(set filename = '...\Log\error.xet' , metadatafile = '...\Log\error.xem')
GO

-- STARTS THE SESSION
ALTER EVENT SESSION error_capture ON SERVER STATE = START


Do you consider this a bug in the XE framework or am I doing something wrong? I believe all events should be valid XML...

The file paths have been intentionaly shortened
Since there are no takers yet, I offer a guesswork answer: Yes, I think it's a bug. 

Workaround: replace the illegal character once you know which one it is before converting the data to XML like this:

select xml_event_data = CONVERT(xml, replace(event_data,CHAR(3),'&amp;#3;')), *
from sys.fn_xe_file_target_read_file
            (
                '...\Log\error_*.xet', 
                '...\Log\error_*.xem', 
                null, 
                null
            )