IIR filter, not contiguous, signal processing

Hello!
I am acquiring data countinuously from several voltage output sensors. I am sending the waveforms through an express vi filter (bandpass) and I am using the default setting for IIR filtering. The program is setup such that data acquisition is done with a while loop. The DAQ wile loop is inside of a bigger while loop which is related to program start and stop.
Every time I am doing data acqusition through the filter I get a warning that tell me the waveforms are not contiguous. Again, this is not flagged as an error but rather as a warning. The attached example might clarification.
The question is: is the IIR filter uses previous waveform information to judge the current waveform? If this is true, then I do not like the solution; if this is not true, the I should probably just ignore the warning...
Does the express vi has some type of reset that would activate when the whole program stops because I do not see the warning message first time I start the vi?
Thanks
Attachments:
FIlterCase.zip ‏58 KB

Thank you for your answer.
From your answer I deducted that whenever I restart the data acquisition while the main program is still running I'd better make sure I reset the filter such that it will now "know" that it is new data coming in. I did not have a chance to check inside the express vi yet but from what you are saying it must be some sort of reset button in there that I could 'pull out' in the connector block of the subvi..
The band widths I am using are anywhere between 100 Hz to 40000 Hz so the transient duration will be short to very short and the system, the way it is setup now, will allow enough time to the IIR filter to handle correctly new data.
Finally there is always the option to acquire just the raw data. later I could read it back and filter it if necessary. However, there are situations when I want to filter out noise and possible alising frequencies; moreover, I acquire vibrations and forces in the same time on the same board - if I need the 40kHz sampling rate for vibrations, automatically I will have it too for the "low end" signals as well (0 to 10V from power and force sensors). I believe doing some filtering and maybe some decimation after filtering will help me keep the amount of data low on the 'low end' signals side. Am I correct in my assumptions?
Thanks again.

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