A data processing apparatus (4) includes processing circuitry (6) for executing program instructions that form part of a transaction which executes to generate speculative updates and to commit the speculative updates if the transaction completes without a conflict. Instruction sampling circuitry (44) captures instruction diagnostic data (IDD) relating to execution of a sampled instruction. Transaction tracking circuitry (46) detects if the sampled instruction is within a transaction and if so, tracks whether the speculative updates associated with the transaction are committed and captures transaction diagnostic data (TDD) indicative of whether or not the speculative updates were committed. Thus, both instruction diagnostic data relating to a sampled instruction and transaction diagnostic data relating to the fate of a transaction containing a sampled instruction are captured.