1. A method in a data processing system for on demand tracking of applications, the method comprising: providing a list of target objects associated with the applications; selecting one or more units of execution of interest from the list of target objects to form a set of selected target objects; assigning a corresponding marker to each target object in the set of selected target objects prior to execution of the applications, wherein each corresponding marker assigns each target object in the set of selected target objects to a corresponding user identifier of a corresponding user; responsive to executing the applications to execute at least one target object from the set of selected target objects using the corresponding marker for the at least one target object, identifying the corresponding marker and corresponding user for a target object in the set of selected target objects and triggering an event for an event handler associated with the corresponding user; responsive to detecting the event from a server triggered by a process for an application, invoking the event handler to gather information from the process, wherein the information comprises a corresponding internet protocol address of a data processing system of the corresponding user and a corresponding process identifier; sending the information to a development environment; and responsive to receiving the information on the data processing system of the corresponding user, initiating a debug session automatically using the information in the development environment of the corresponding user.