Hi Ruslan,
You may be reaching an internal limit of the source Oracle database or your network.
You will need to work with the DBA or network teams to figure it out.
If you are not getting an ST22 stack dump error, then the problem is probably not on the BW side.
Is the DB Connect to a table or a view? Many times views are need to format the source table output, but a restriction gets added.
If possible, try break up the extract into smaller chunks.
Let us know how it comes out.
John Hawk