diff --git a/src/ATrade/Broker/Client.hs b/src/ATrade/Broker/Client.hs
index e69c57f..429af2f 100644
--- a/src/ATrade/Broker/Client.hs
+++ b/src/ATrade/Broker/Client.hs
@@ -137,8 +137,9 @@ notificationThread :: ClientIdentity ->
                       MVar () ->
                       ClientSecurityParams ->
                       LogAction IO Message ->
+                      IORef NotificationSqnum ->
                       IO ()
-notificationThread clientIdentity callbacks ctx ep idCounter cmdVar killMv secParams logger = flip finally (return ()) $ do
+notificationThread clientIdentity callbacks ctx ep idCounter cmdVar killMv secParams logger lastKnownNotificationSqnum = flip finally (return ()) $ do
   whileM_ (isNothing <$> tryReadMVar killMv) $
     withSocket ctx Sub $ \sock -> do
       setLinger (restrict 0) sock
@@ -192,6 +193,7 @@ notificationThread clientIdentity callbacks ctx ep idCounter cmdVar killMv secPa
                     else do
                       atomicWriteIORef notifSqnumRef (nextSqnum currentSqnum)
                       forM_ callbacks $ \c -> c notification
+                  atomicWriteIORef lastKnownNotificationSqnum currentSqnum
                 _                 -> return ()
               _ -> return ()
   where
@@ -226,7 +228,9 @@ startBrokerClient socketIdentity ctx endpoint notifEndpoint notificationCallback
   cmdVar <- newEmptyMVar :: IO (MVar (BrokerServerRequest, MVar BrokerServerResponse))
   tid <- forkIO (brokerClientThread socketIdentity ctx endpoint cmdVar compMv killMv secParams logger)
   notifSqnumRef <- newIORef (NotificationSqnum 0)
-  notifThreadId <- forkIO (notificationThread (T.decodeUtf8 socketIdentity) notificationCallbacks ctx notifEndpoint idCounter cmdVar killMv secParams logger)
+  lastKnownNotification <- newIORef (NotificationSqnum 0)
+  notifThreadId <- forkIO (notificationThread (T.decodeUtf8 socketIdentity) notificationCallbacks ctx notifEndpoint idCounter cmdVar killMv secParams logger
+                           lastKnownNotification)
 
   return BrokerClientHandle {
     tid = tid,
@@ -234,7 +238,7 @@ startBrokerClient socketIdentity ctx endpoint notifEndpoint notificationCallback
     killMvar = killMv,
     submitOrder = bcSubmitOrder (decodeUtf8 socketIdentity) idCounter cmdVar,
     cancelOrder = bcCancelOrder (decodeUtf8 socketIdentity) idCounter cmdVar,
-    getNotifications = bcGetNotifications (decodeUtf8 socketIdentity) idCounter notifSqnumRef cmdVar,
+    getNotifications = bcGetNotifications (decodeUtf8 socketIdentity) idCounter notifSqnumRef cmdVar lastKnownNotification,
     cmdVar = cmdVar,
     lastKnownNotificationRef = notifSqnumRef,
     notificationCallback = [],
@@ -278,8 +282,9 @@ bcGetNotifications :: ClientIdentity ->
                       IORef RequestSqnum ->
                       IORef NotificationSqnum ->
                       MVar (BrokerServerRequest, MVar BrokerServerResponse) ->
+                      IORef NotificationSqnum ->
                       IO (Either T.Text [Notification])
-bcGetNotifications clientIdentity idCounter notifSqnumRef cmdVar = do
+bcGetNotifications clientIdentity idCounter notifSqnumRef cmdVar lastKnownNotification = do
   respVar <- newEmptyMVar
   sqnum <- nextId idCounter
   notifSqnum <- nextSqnum <$> readIORef notifSqnumRef
@@ -289,7 +294,7 @@ bcGetNotifications clientIdentity idCounter notifSqnumRef cmdVar = do
     (ResponseNotifications ns) -> do
       case lastMay ns of
         Just n  -> atomicWriteIORef notifSqnumRef (getNotificationSqnum n)
-        Nothing -> return ()
+        Nothing -> readIORef lastKnownNotification >>= atomicWriteIORef notifSqnumRef
       return $ Right ns
     (ResponseError msg)        -> return $ Left msg
     _                          -> return $ Left "Unknown error"