Figured I would let anyone who came across this question know how I sorted it out:
Printing the errors as suggested by the comments above did not actually help solve the problem. The data would still stop without printing errors. The reason was that sometimes QuickFix would get booted offline, for whatever reason, and would automatically log back on. Evidently this is something that FIX applications have to deal with.
What was happening: because I was initiating the data download manually, everytime I got booted offline, the data stopped. So by putting the request for data into the OnLogon function of QuickFix, I was able to make download requests repeat automatically whenever the program logged on.
This solved my problem. Thanks to CasualDemon and cpburnz.