bash history

[Adam Hardy <adam.ant@cyberspaceroad.com>]

I use alot of console windows in X as well as having shells and ssh shells open 
sometimes for the same user. I notice that bash doesn't save every command 
immediately and loses the history from simultaneous bash sessions, when they are 
not the last session to close.

Is that normal? Or is there some sort of caching that I can configure better?

Thanks
Adam