Merging data on a File created by Open Dataset

Hi everyone
I have 11 proxies writing on a FIle created by an Open Dataset (all of the proxies write on the same File).
My customer sent massive messages to those proxies, when the proxies were running and writing on the file they merged the data.
Can someone give me some light on how to prevent that merge without locking the file, cause if I lock the file the process is going to take too much time.
Thanks in advanced
Emmanuel

why dont u have filename_proxyname
each proxie will have diff names so they will not merge?

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