Roman, thank you for your attention.

It looks like you are absolutely right. Thank you very much for helping.

Before submitting a job I do next steps:
1. ./bin/start-cluster.sh
2. ./bin/taskmanager.sh start

And in my code there is these line:
env.setStateBackend(new
RocksDBStateBackend("file:///home/flink/checkpoint-data", true));

So I have a directory 'checkpoint-data' and there I can see chk-x (x=index
of checkpointing) folder. I assume it is responsible to store my states as a
full snapshot.

When I stop the app this chk-x folder is removed. So I cant recover from
that point.

I added these lines:
CheckpointConfig checkpointConfig = env.getCheckpointConfig();
       
checkpointConfig.enableExternalizedCheckpoints(CheckpointConfig.ExternalizedCheckpointCleanup.RETAIN_ON_CANCELLATION);

And now it's works. 

P.S.: But maybe it's better to use savepoint conceptually  (not checkpoint)

Thanks again,
Yuri L.



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