Search notes:

Oracle: DBMS_SESSION.SET_NLS

dbms_session.set_nls is equivalent to alter session set nls-parameter.

ORA-00922: missing or invalid option

The value of the option being set must be enclosed in apostrophes. The following statement throws ORA-00922: missing or invalid option: 
begin
   dbms_session.set_nls('nls_date_format', 'dd.mm.yyyy');
end;
/
However, this works ok: 
begin
   dbms_session.set_nls('nls_date_format', '"dd.mm.yyyy"');
end;
/

See also

Temporarily change an NLS setting in a session
dbms_session

Index

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