Aprsing XML data receive from remote WebService in c#

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Dear all,
I have different web services that I am calling and receive from data from.
I need from those receive XML format data to parse the XML file and store dat to a local database.
The question I have is that :
- Do I better store all XML retrun data as local files and then process them to database afterwards ?<br/>
- Do I better read and process each XML receive stream in memeory and store right away data to database ?
Thnaks for advise in term of perfomance or flexibility
regards


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