Chapter 9 High Availability for FortiOS 5.0 : HA and failover protection : Session failover (session pick-up) : If session pickup is not selected
  
If session pickup is not selected
If Enable Session Pick-up is not selected, the FGCP does not maintain an HA session table and most TCP sessions do not resume after a failover. After a device or link failover all sessions are briefly interrupted and must be re-established at the application level after the cluster renegotiates.
Many protocols can successfully restart sessions with little, if any, loss of data. For example, after a failover, users browsing the web can just refresh their browsers to resume browsing. Since most HTTP sessions are very short, in most cases they will not even notice an interruption unless they are downloading large files. Users downloading a large file may have to restart their download after a failover.
Other protocols may experience data loss and some protocols may require sessions to be manually restarted. For example, a user downloading files with FTP may have to either restart downloads or restart their FTP client.
Some sessions may resume after a failover whether or not enable session pick-up is selected:
“UDP, ICMP, multicast and broadcast packet session failover”
“FortiOS Carrier GTP session failover”
“Active-active HA subordinate units sessions can resume after a failover”.