VBA Error Handle - Resume and print error - vba

Question

I'm trying to build an structure like this below.
where I have a loop and sometimes one of the loop steps can return error but I want to skip it and continue loop till the end.
But if any of the loops execution had error I want to know it printing in a cell something like "Missing loads: ( 1 ,20 ,36)" Where this number are unique values that one of my variables on the loop receive.
So I think every time one of my loop executions return error I need to build a list of this variable value and at the end of the loop process use this list to return this error msg.
UPDATE:
For the below I want to know the list of any eventual "sProdId" value that was in the SQL query wen it fail to execute by ANY error. Usually it try to insert #Value in a numeric SQL field.
Sub SavetoSQL()
Dim conn As New ADODB.Connection
Dim iRowNo As Integer
Dim Ddate
Ddate = Range("refdate")
Dim RngRefdate As Date
RngRefdate = DateSerial(Year(Ddate), Month(Ddate), Day(Ddate))
With Sheets("Hist Prods temp")
'Open a connection to SQL Server
conn.Open "Provider=SQLOLEDB;Data Source=XXXXX;Initial Catalog=XXXXXX;User Id=XXXX;Password=XXXXXXX;"
'Skip the header row
iRowNo = 2
'Loop until empty cell in sRefDate
Do Until .Cells(iRowNo, 1) = ""
sRefDate = .Cells(iRowNo, 1)
sProdId = .Cells(iRowNo, 2)
sPrice = .Cells(iRowNo, 3)
sValue = .Cells(iRowNo, 4)
sDV01 = .Cells(iRowNo, 5)
sDelta1 = .Cells(iRowNo, 6)
sDeltaPct = .Cells(iRowNo, 7)
sGamma = .Cells(iRowNo, 8)
sVega = .Cells(iRowNo, 9)
sTheta = .Cells(iRowNo, 10)
sDelta2 = .Cells(iRowNo, 11)
sIVol = .Cells(iRowNo, 12)
'Generate and execute sql statement to import the excel rows to SQL Server table
conn.Execute "INSERT INTO [dbo].[Prices] ([Date],[Id_Product],[Price],[Value],[DV01],[Delta1$],[Delta%],[Gamma$],[Vega$],[Theta$],[Delta2$],[Ivol],[Last_Update]) values ('" & sRefDate & "', '" & sProdId & "'," & sPrice & "," & sValue & "," & sDV01 & "," & sDelta1 & "," & sDeltaPct & "," & sGamma & "," & sVega & "," & sTheta & "," & sDelta2 & "," & sIVol & ",GETDATE())"
iRowNo = iRowNo + 1
Loop
conn.Close
Set conn = Nothing
End With
End Sub

Answer 1

Well you are a bit confused about Error Handling in VBA, have a look into Chip's website on proper Error Handling in VBA.
Your code should be something like,
Sub MyMacro()
On Error GoTo Errhandler
Dim errLog As String
Do Until
' My loop code
'Save variable X value in a list of error values.
Loop
ExitErrHandler:
If Len(errLog) > 0 Then
Range("M2") = "Missing loads: (" & Left(errLog, Len(errLog) - 2) & ")"
End If
Exit Sub
Errhandler:
'Make a Note of the Error Number and substitute it with 1234
If Err.Number = 1234 Then
' If an error occurs, display a message in a cell with all X values on the list.
errLog = errLog & yourUniqueValue & ", "
Resume Next
Else
MsgBox "Another Error occurred." & vbCrLf & vbCrLf & Err.Number & " - " & Err.Description
Resume ExitErrHandler
End If
End Sub

Answer 2

Your code makes no sense because you are turning off error handling (On Error GoTo 0) before you ever get to the loop code that would throw the error.
Here is one way to do it. I have my error handler inside the loop. It appends the x value to a string. Because x = x + 1 is in the error handler you don't have to worry about x not incrementing when you get an error. If you only care about certain Err.Number values, then change the if statement in my error handler. At the end of the code I print the error message to cell A1 of Sheet2 if and only if the error message string has at least one value. Otherwise I reset that output cell. On Error GoTo -1 is important to reset the error handler.
Sub MyMacro()
Dim x As Integer
Dim errMsg As String
Dim outWs As Worksheet
Set outWs = ThisWorkbook.Worksheets("Sheet1")
errMsg = ""
On Error GoTo CurrRecFail
x = 1
Do Until x = 15
' My loop code
CurrRecFail:
If Err.Number > 0 Then
errMsg = errMsg & x & ", "
End If
On Error GoTo -1
x = x + 1
Loop
If Len(errMsg) > 0 Then
outWs.Cells(1, 1).Value = "Missing Loads: " & Left(errMsg, Len(errMsg) - 2)
Else
outWs.Cells(1, 1).Value = ""
End If
End Sub
The code above will jump to the next loop iteration when it hits an error. If you wish instead to proceed through the rest of the lines in the current loop iteration, change On Error GoTo CurrRecFail to On Error Resume Next and delete the line CurrRecFail: which is now a meaningless label.