ADDITIONAL SYSTEM INFORMATION :
>\java\jdk-15\bin\java -version
openjdk version "15" 2020-09-15
OpenJDK Runtime Environment (build 15+36-1562)
OpenJDK 64-Bit Server VM (build 15+36-1562, mixed mode, sharing)

running on Windows 10

A DESCRIPTION OF THE PROBLEM :
jdk 15 release candidate is supposed to have added a -gz option for GC.heap_dump from JDK-8237354.
I have used the latest release candidate available from https://jdk.java.net/15/ - Build 36 (2020/8/11), using the windows JDK.

>\java\jdk-15\bin\jcmd 31028 GC.heap_dump -gz=9 Myheapdump
31028:
java.lang.IllegalArgumentException: Unknown argument 'Myheapdump' in diagnostic command.


>\java\jdk-15\bin\jcmd 31028 help GC.heap_dump
31028:
GC.heap_dump
Generate a HPROF format dump of the Java heap.

Impact: High: Depends on Java heap size and content. Request a full GC unless the '-all' option is specified.

Permission: java.lang.management.ManagementPermission(monitor)

Syntax : GC.heap_dump [options] <filename>

Arguments:
        filename :  Name of the dump file (STRING, no default value)

Options: (options must be specified using the <key> or <key>=<value> syntax)
        -all : [optional] Dump all objects, including unreachable objects (BOOLEAN, false)



STEPS TO FOLLOW TO REPRODUCE THE PROBLEM :
Execute 
jcmd <pid> GC.heap_dump -gz=9 Myheapdump
on a windows system

EXPECTED VERSUS ACTUAL BEHAVIOR :
EXPECTED -
Expecting something like
>\java\jdk-15\bin\jcmd 31028 GC.heap_dump Myheapdump
31028:
Dumping heap to Myheapdump ...
Heap dump file created [10191759 bytes in 0.075 secs]

ACTUAL -
>\java\jdk-15\bin\jcmd 31028 GC.heap_dump -gz=9 Myheapdump
31028:
java.lang.IllegalArgumentException: Unknown argument 'Myheapdump' in diagnostic command.


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Run against any Java application
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FREQUENCY : always