Solution : https://service.sap.com/sap/support/notes/1491745 (SAP Service marketplace login required)
Summary : 
      When parallel processing large numbers of DTP data packages in SAP NetWeaver BW, a premature COMMIT WORK can execute during the state check, causing a dump by erroneously closing an open cursor ("Cursor not found"). This symptom stems from a program error. The resolution involves importing specific Support Packages across different versions: SAPKW70025 for BW 7.00, SAPKW70108 for BW 7.01, SAPKW70205 for BW 7.02, SAPKW71105 for BW 7.11, and SAPKW73001 for BW 7.30. Advance corrections are feasible with reference to transaction SNOTE as detailed in Note 875986.
Key words : 
solution sap netweaver bw 7, sap netweaver bw 7, parallel processing processes, sap nw bw 7, 01 bw abap sp08, 30 bw abap sp01, sapbinews nw bi 7, data transfer process, terms open cursor, 00import support package 25
Related Notes : 
       
| 1519889 | DTP processing: "Database selection was interrupted" | 
| 1471463 | SAPBWNews NW BW 7.01 ABAP SP08 | 
| 1468668 | SAPBWNews NW7.0 BW ABAP Support Package 25 | 
| 1450990 | SAPBWNews NW BW 7.02 ABAP SP05 | 
| 1392433 | SAPBINews NW7.11 BW ABAP Support Package 05 |