This means the application is using a server side cursor. DPA does not use tracing to gather information but rather DMV analysis. This means it is a very lightweight tool but can only display the info it's given from the SQL Server DMVs. We are receiving the FETCH API_CURSOR statement from SQL Server. You could use our tool to find out which DB User or Application is making these calls.
Here is some more info:
http://www.sql-server-performance.com/2006/api-server-cursors/
http://www.sqlskills.com/blogs/joe/hunting-down-the-origins-of-fetch-api_cursor-and-sp_cursorfetch/
Unfortunately, there isn’t an easy way to view the sql being called because the cursor can call many sqls. You might be able to go back to the monitored database and run ‘exec dm_exec_cursors’ passing the spid if the process is still running.