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Currently the method I know of writing a GDSII file is File -> Save As -> GDSII. But this produces a GDSII file that I can not trace nets in. I have tried tracing nets in other GDSII files and it works flawlessly.
@nofal That is weird. There are no specific flavours of GDS you cannot trace. Did you check the layer numbers? DEF may produce different layer numbers than you're used to.