Well, I have to update the very first value, RRRR, after all messages are 
written. I do not know a priory how many messages will be stored. Therefore, 
I use fstream::fseekp(0) to move the write pointer before the file is closed 
and update the value. Of course, the number is written without optimizations 
with WriteLittleEndian32(...).

It does not seem I can do the same with Gzip. The number would be compressed 
differently depending on its value and therefore may have different length.

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