diff --git a/mongo_connector/oplog_manager.py b/mongo_connector/oplog_manager.py
index <HASH>..<HASH> 100755
--- a/mongo_connector/oplog_manager.py
+++ b/mongo_connector/oplog_manager.py
@@ -277,6 +277,10 @@ class OplogThread(threading.Thread):
 
             try:
                 for doc in cursor:
+                    # Could spend a long time in this loop
+                    if not self.running:
+                        # Return None so we don't save our progress
+                        return None
                     doc['ns'] = namespace
                     doc['_ts'] = long_ts
                     try:
github_<I>: further improvement to exit on C-c (check for exit in dump_collection)