While using Extended Events is not overly complex, building a reliable system to collect, parse, and store events over time without any data loss can be challenging.
This article dives into one method for collecting and retaining all event data for a specific set of events. A system like this is highly customizable and provides a solid starting point for Extended Events development. This should be viewed as a collection of puzzle pieces; individual pieces can be adjusted as needed to produce a monitoring solution that fits the needs of a given situation, even if it is vastly different from what is demonstrated here.
Read on for the process. Shredding XML isn’t pretty, but the good news is that with a setup like this, you only need to do it once…unless you need to change it later, so get it right the first time and bam, problem solved.