OnixS C++ FIX Engine  3.25.0
API Documentation
Selecting Storage for Session Messages Logging

By default, C++ FIX Engine stores all incoming and outgoing messages, session state data, as well as the Engines primary log in files, in MsgStorage subfolder of the current folder for the application executing FIX Engine.

However, it is possible to store all session-related logging data in memory. For these purposes, storageType parameter of the OnixS::FIX::Session::Session constructor is available. Once OnixS::FIX::SessionStorageType::MemoryBased value will be specified as value for the storageType parameter, session-related data will be logged into memory.

Also you can use the asynchronous File-Based Session Storage which combines the good-performance with the File-Based Session Storage functionality, in this case the OnixS::FIX::SessionStorageType::AsyncFileBased value should be specified as value for the storageType parameter.