Azure Diagnostics­ under the hood

When we consider working with Azure diagnostics, we need to decide what to collect and how to store the collected data. The following table summarizes the information available to us:

Data	Collected by default	Role(s)	Storage	Storage location name
Windows Azure logs	Yes	Web, Worker	Table	WadLogsTable
IIS logs	Yes	Web	Blob	wad-iis-logfiles
Windows diagnostic logs	Yes	Web, Worker	Table	WadLogsTable
Failed request logs	No	Web	Blob	wad-iis-failedreqlogfiles
Windows event logs	No	Web, Worker	Table	WadWindowsEventLogsTable
Performance counters	No	Web, Worker	Table	WadPerformanceCountersTable
Crash dumps	No	Web, Worker	Blob	wad-crash-dumps
Custom error logs	No	Web, Worker	Blob	user defined storage

On a traditional Windows system, IIS logs, crash dumps and failed request logs would be stored in files. These three logs are referred to as Directory logs in Azure's jargon, and end up in blobs. Except for custom...