DB2 Message Reference Vol. 1, page 7
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For SQL messages, message identifiers ending with an N are error messages. Those ending with a W indicate warning or informational messages. Message identifiers ending with a C indicate critical system errors.
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However, the real severity of an error can only be known to your application, not the database. For example, if an INSERT fails because of a unique constraint violation, is it a reason to kill the application, or something you can ignore?