Today I had to diagnose a problem with a Windows Scheduled Task that was sporadically failing with a non-zero return code. The exe in question was a .NET console application that was throwing an exception before Main() got called; it was outside our try-catch block.
Anyway, if you ran the .exe from a command line yourself, you would see the error written to stderr. If you ran the Scheduled Task, the error was not logged anywhere.
To capture the output of the scheduled task, I redirected it to a text file with the following command:
The > symbol redirects the output to a file; >> makes it append instead of creating a new blank file each time it runs. 2>&1 makes it include the output from stderr with stdout -- without it you won't see any errors in your logs.
The whole command is run in a new cmd.exe instance, because just running an .exe directly from a scheduled task doesn't seem to produce any console output at all.