In procedures invoked by the CALL command as well as in anonymous code blocks (DO command), it is possible to end transactions using the commands COMMIT and ROLLBACK. A new transaction is started automatically after a transaction is ended using these commands, so there is no separate START TRANSACTION command. (Note that BEGIN and END have different meanings in PL/pgSQL.)

Here is a simple example:

CREATE PROCEDURE transaction_test1()
LANGUAGE plpgsql
AS $$
BEGIN
    FOR i IN 0..9 LOOP
        INSERT INTO test1 (a) VALUES (i);
        IF i % 2 = 0 THEN
            COMMIT;
        ELSE
            ROLLBACK;
        END IF;
    END LOOP;
END;
$$;

CALL transaction_test1();

Transaction control is only possible in CALL or DO invocations from the top level or nested CALL or DO invocations without any other intervening command. For example, if the call stack is CALL proc1() → CALL proc2() → CALL proc3(), then the second and third procedures can perform transaction control actions. But if the call stack is CALL proc1() → SELECT func2() → CALL proc3(), then the last procedure cannot do transaction control, because of the SELECT in between.

Special considerations apply to cursor loops. Consider this example:

CREATE PROCEDURE transaction_test2()
LANGUAGE plpgsql
AS $$
DECLARE
    r RECORD;
BEGIN
    FOR r IN SELECT * FROM test2 ORDER BY x LOOP
        INSERT INTO test1 (a) VALUES (r.x);
        COMMIT;
    END LOOP;
END;
$$;

CALL transaction_test2();

Normally, cursors are automatically closed at transaction commit. However, a cursor created as part of a loop like this is automatically converted to a holdable cursor by the first COMMIT or ROLLBACK. That means that the cursor is fully evaluated at the first COMMIT or ROLLBACK rather than row by row. The cursor is still removed automatically after the loop, so this is mostly invisible to the user.

Transaction commands are not allowed in cursor loops driven by commands that are not read-only (for example UPDATE ... RETURNING).

A transaction cannot be ended inside a block with exception handlers.