The Data Collector does not cache to disk it is a memory cache. The section below explains the details.
The Data Collector (DC) will cache poll results based on the available memory as configured at install time. Potentially caching up to 50% of the allotted memory for each DC, but depending on how much memory is currently in use there may be much less than 50% available for cache. The length of time the DC can cache is based on available memory, number of polled items and poll rate. In the event the Data Aggregator becomes unavailable, you will probably see a data gap for the period after DC ran out of memory space, but before connection to DA could be re-established. The caching will stop when there is insufficient memory. The oldest data is kept it doesn't purge or roll over the cached data. DC caching mechanism should be considered only as a short term process, it really allows only for small/brief disruptions in DA to DC connection, and is not intended to cover polling during long periods of DA down time.