In reply to ScottTalbot:
What platform?
For Android, most of the mapping apps will do it, including the free ones such as OruxMaps and Locus.
Or there are a whole raft of dedicated GPS loggers that just log GNSS data...
If it takes a while to get a fix first, then I'd suggest you preload the ephemeris data using an app like GPS status, using WiFi or mobile network connection. Or just stand still for the 12.5 minutes (max) it should take to receive the ephemeris data.
My Hudl will usually do a cold start pretty quickly; much less than that 12.5 minutes. It has GPS & GLONASS.
Then there are the antenna issues: are you making sure the antenna is pointing up, and has a good view of the sky?