Catching debug output

The REXX Interpreter writes the debug output (switched on with the <TRACE 
function or keyword) to STDERR. To redirect this output into a file use 

 
  myProgram 2>>trace.out

To get the trace output on the screen and into a file at the same time 
(while your REXX program is running) you may use a TEE program: 

 
  myProgram 2>>&1 | tee trace.out

 "Note that VX-REXX programs 'hang' when RXTRACE=ON is set. 

If RXTRACE=ON is set for REXX programs and STDERR is redirected (i.e 
2>file_name), the effect of RXTRACE=ON is the same as TRACE R having been 
issued at the beginning of the REXX program (i.e., the trace is NOT 
interactive)." 

(Source: Dick Goran, (see Internet - Web Pages)) 

The same is true for using the function TRACE in a REXX program and 
redirecting STDERR of the REXX program into a file. 

(see also Special environment variables for REXX programs)