Thanks for contacting us.
With respect to managing re-connections, here are the key points:
1) Store your subscription message (with all filters exactly as you sent – this is key)
2) Update initialClk + clk whenever we send it to you
3) On re-connection send the subscription message as above
What then happens is:
1) You will receive one message with ct=RESUB_DELTA – this will patch you to the latest version
2) Some markets could come with img=true – in which case you must replace price points.
3) Most will have con=true – i.e. we’ve conflated price points
Let me know if you have any further questions.