MRN News: How do I recover lost data?

We downloaded Elektron SDK - C/C++ - 1.1.0 - Windows and the examples from https://developers.thomsonreuters.com/system/files/EMA Tutorials.zip

Since we are interested in downloading and decoding machine readable news we took the example #5 (MRNConsumer)
and changed just one line according to our configuration as suggested by Warat B.

consumer.registerClient(ReqMsg().serviceName("ELEKTRON_DD").name("MRN_STORY").domainType(MMT_NEWS_TEXT_ANALYTICS), client); 

It works, we are able to receive data.

Question:
For some reasons I have to close periodically MRNConsumer.exe application wait 30 minutes and run it again.
I don't want to lose even 1 news.
How do I recover lost data? How can I obrain the data of 30 minutes when MRNConsumer.exe application was shut down?

Thanks