FCGI application how to handle shutdown?

Hello,
in a fast_cgi application I want to handle the event when a fcgi process 
unloaded/goes down:

while(FCGI_Accept() >= 0){
	... process requests ...
}
... handle unload


For example I have some cashing in each fcgi app, and when it's unloaded 
I want to be able to serialize accumulated data to preserve it.
So far I couldn't figure out how to go past FCGI_Accept loop, fcgi 
processes seem to be terminated without notifications.

Is it possible to do what I want with fastcgi?

Thanks
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