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I know that Windows Complete PC Backup (Vista, 7) uses Volume Shadow Copy Service. Does this mean that making a backup is an atomic operation, with a snapshot created at the beginning of the backup operation? Does this prevent the possibility of the backup image ending up in an inconsistent state if files or settings are modified while the backup is taking place?

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From http://technet.microsoft.com/en-us/magazine/2007.09.backup.aspx:

In File Backup, Volume Shadow Copy Service is used to create consistent copies of files that are open or in use by applications. During the backup process, the backup app reads from these consistent copies. This is handy, for example, when backing up a .pst file that is constantly opened by Microsoft Outlook®. Volume Shadow Copy Service ensures the backed-up .pst file is in a consistent state so that it can be accessed upon restore.

I'm not sure if it ensures consistency across different files, but I would assume so as this same service is used for Windows Server where it would be critical to make sure that scenario is satisfied...

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