A data processing apparatus comprises processing circuitry for executing a stream of instructions, and exception handling circuitry for selecting, from one or more exceptions, an exception to be handled by the processing circuitry. The unselected exceptions are referred to as pending exceptions. The data processing apparatus further comprises trace generating circuitry that generates trace data packets in dependence on activity of the processing circuitry. The trace generating circuitry detects pending exceptions and, if an exception is detected to be pending, includes an indication of the pending exception in at least one trace data packet. By tracking when a particular exception is pended, rather than when it is selected for handling by the processing circuitry, it is possible to more precisely determine when the exception occurred, as opposed to when it is finally handled.