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Where Extended Events Go by Default

Tom Zika is curious:

Have you ever wondered where the .xel file is saved when you create a new Extended Event session and don’t specify the full path (just the file name)?

Like so: [image removed because you should go to Tom’s site and see it, ed.]

Well, so did I and here’s what I’ve found out.

Click through to learn where these files end up if you don’t specify anything.