This is currently supported by DB2. Databases like Firebird, Oracle (in PL/SQL), PostgreSQL support an alternative syntax through the RETURNING keyword that can be appended to <data change statement>. SQL Server has an OUTPUT keyword that can be placed in the middle of a <data change statement>.
These statements are incredibly useful to retrieve generated ID values but also trigger-generated values after a DML operation for an arbitrary number of inserted / updated / deleted / merged rows.
It would allow people to bypass the many problems that are currently still open related to Statement.getGeneratedKeys(). Quite likely, if these clauses were made available, Statement.getGeneratedKeys() could be implemented by patching the user-defined SQL to be wrapped with a <data change delta table> clause.
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