Are you talking about a channel message exit here or an API exit?

If a message exit, then you can connect at MQXR_INIT time (and cache the
HCONN somewhere).   You won't ever need to disconnect as the reason from the
MQCONN should be "already connected".

If an API exit, all invocations of the API exit have a useable HCONN for all
normal MQI verbs.

Dave P.

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