Visual Studio Code: Remote Collaborative Editing (visualstudio.com)

Question, will Microsoft store our source code on their servers? Or is there a way to self-host the infrastructure required to make it work? Because honestly, this is really awesome when working with other people around the globe.

Edit: Reading the FAQ, no, they don't store anything. https://docs.microsoft.com/en-ie/visualstudio/liveshare/faq