Symptoms
Assume that you use Microsoft SQL Server 2014 Master Data Services (MDS). When you try to enable trace logging for MDS by using the same method in How to enable Trace Logging in SQL Server 2008 R2 and 2012 Master Data Services , no MDSTrace.log file is generated in the folder that contains the web.config file.
Resolution
Cumulative Update information
The issue was first fixed in the following cumulative update of SQL Server.
Recommendation: Install the latest cumulative update for SQL Server
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. We recommend that you download and install the latest cumulative updates for SQL Server:
Status
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.