Reconnect Client side of a CAsyncSocket

I am trying to have my client side of my socket connection retry to connect to the server side of the socket connection once the server has gone away.

My client socket class inherits from the MFC CAsyncSocket class.
It implements the OnConnect and OnClose methods.

The OnConnect method lets me know the first time I am connected to the Server socket, but fails to do so after I tried to reconnect.
I get notification of the server side close from the OnClose method.

Is there something out there that clearly explains the reconnecting of CAsyncSockets?
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