I make sure there is only an ininitiator by follow code :
[code]
System.err
.println("initiator new lastNewCount=" + (newCount++));
initiator = new SocketInitiator(appMarketData, messageStoreFactory,
settings, logFactory, messageFactory);
[/code]

the "initiator new lastNewCount=" . is printed out only once time .

when the remote server shutdown for a while ( maybe 15mins) , follow message is printed out in error

-------------------------------
[08-7-15 22:25:34:453 EDT] 0000004e SystemErr R File delete failed: C:\Enviroment\FIX\FIX.4.2-***-CurrenexStream.body
[08-7-15 22:25:34:453 EDT] 0000004e SystemErr R File delete failed: C:\Enviroment\FIX\FIX.4.2-***-CurrenexStream.seqnums
[08-7-15 22:25:34:594 EDT] 00000056 SystemErr R File delete failed: C:\Enviroment\FIX\FIX.4.2-***-CurrenexStream.body
[08-7-15 22:25:34:594 EDT] 00000056 SystemErr R File delete failed: C:\Enviroment\FIX\FIX.4.2-***-CurrenexStream.seqnums

-------------------------------
I checked the log , in this while , quickfixj was trying to restore the connection .

this is the cfg file i am using :

[default]
BeginString=FIX.4.2
ConnectionType=initiator
StartTime=22:05:00
EndTime=22:00:00

[SESSION]
BeginString=FIX.4.2
SenderCompID=***
TargetCompID=***
SessionQualifier=CurrenexStream
FileStorePath=C:/Fix/
HeartBtInt=60
SocketConnectPort=442
SocketConnectHost=server
DataDictionary=C:/Fix/FIX42.xml
ResetOnLogon=Y
ResetOnLogout=N
ResetOnDisconnect=N
RefreshOnLogon=Y
SocketReceiveBufferSize=32768
SocketSendBufferSize=16834
SocketTcpNoDelay=Y

anybody give me some idea, thanks!