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MySQL Enterprise Backup 3.11 User's Guide
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3.3.7 Making a Back Up of In-Memory Database Data

The --exec-when-locked option of the mysqlbackup command lets you specify a command and arguments to run near the end of the backup, while the database is still locked. This command can copy or create additional files in the backup directory. For example, you can use this option to back up MEMORY tables with the mysqldump command, storing the output in the backup directory. To delay any redirection or variable substitution until the command is executed, enclose the entire parameter value within single quotes.