How to get a positive signal upon the successful completion of a command

For each of the following commands (four in total) I would like get an exception if one of them throws an exception if case of an error. Ultimately, I will run this through Python using os.system().

import os

x =\
    "../../../mysql/bin/mysqldump\
    --host=localhost\
    --port=3306\
    --databases ****\
    --user=****\
    --password=****\
    --default-character-set=utf8\
    --add-drop-database\
    --add-drop-table\
    --add-locks\
    --complete-insert\
    --extended-insert\
    --lock-all-tables\
    --create-options\
    --disable-keys\
    --quick\
    --order-by-primary\
    --set-charset\
    --tz-utc\
    > dump/test.sql;\
    cd dump;\
    tar -zcf test.sql.tar.gz test.sql;\
    rm test.sql;"

os.system(x)

Any ideas?