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Regardless of whether you selected to send crash reports automatically to the server or not, the crash dump is also stored locally on your machine. The game stores the dump file alongside the location of the game executable (X4.exe) and names the files in the following format:
X4_r[VERSIONNUMBER]_[TIMESTAMP].dmp
(Sidenote: Before 3.20 the name contained an 'r' after X4_ - as of 3.20 the filename was changed and the 'r' was dropped.)
For instance, for a crash happening with version 3.10 of the game at 15:10:20 on 2020-03-23, the corresponding dump file the game creates would be: X4_r310310_2020_03_23_15_10_20.dmp.
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