Microsoft SQL: begin transaction ==> commit/rollback transaction

Is it possible to start an (external) transaction with Microsoft SQL node and then execute some operations (insert/update/delete) and finally execute commit / rollback?

When I try to execute a “begin transaction” I immediately get an error “Transaction count after EXECUTE indicates a mismatching number of BEGIN and COMMIT statements. Previous count = 0, current count = 1.”.
Probably because each node starts its own “internal transaction”.

In case everything is OK I would commit transaction and in case of error rollback transaction.

Do you have any suggestion on how to solve the problem?