Session logout after redirecting from other site

[hatchesping]

Hi, I'm integrating Shield into one of my client's project and all is fine until I redirect the user to payment gateway website to make my payment, then from payment gateway redirecting back to the website the user will get logout automatically, I think it's because the payment gateway POST some payment data to the website and causing this, so I'm not sure is there any setting I can set to prevent this from happening? Thanks.