1. A method executed by a computer system, the method comprising: performing a local checkpoint at a processing node in a massively parallel processing (MPP) system that executes a workload with a plurality of processing nodes; storing the local checkpoint in a local memory of the processing node; performing, while the workload continues to execute, a global checkpoint from the local checkpoint stored in the local memory; and limiting checkpoint messages from blocking other network messages by assigning the checkpoint messages a lower priority than the other network messages.