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There are multiple ways one of them is -
1- Use Glue python shell job , copy the jdbc jar on S3 and refer then by initializing connection object and execute the SQL statement. similar :- https://dev.mysql.com/doc/connector-python/en/connector-python-example-connecting.html
2- Create Mysql connection in AWS glue use connection object in Glue python shell job type in Glue studio or legacy ETL and follow step 1.
Other reference :- https://aws.amazon.com/blogs/big-data/building-aws-glue-spark-etl-jobs-by-bringing-your-own-jdbc-drivers-for-amazon-rds/
This web site may help you.
I have created jobs to execute update, insert or delete sql statement on Oracle database on Amazon RDS by using JayDeBeApi, JPype or cx_oracle(if you use MySQL, then you may use mysql connector) libraries.
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