System and Method for Communicating with an Electronic Exchange in an Electronic Trading Environment

A system including:

• a connection proxy,
• wherein the connection proxy is configured to provide a signal to an intermediary device to maintain a communication session at the intermediary device for a predetermined period of time, wherein the signal is provided in response to detecting that a network communication link between a client terminal and the intermediary device has been terminated, wherein the client terminal communicates with an electronic exchange using the communication session established for the client terminal at the intermediary device;
• wherein the connection proxy is configured to receive market data related to a tradeable object during the predetermined period of time;
• wherein the connection proxy is configured to provide initial download data and the market data related to the tradeable object to the client terminal if the network communication link between the client terminal and the intermediary device is restored during the predetermined period of time;
• and
• wherein the connection proxy is configured to terminate the signal being provided if the network communication link between the client terminal and the intermediary device is not restored during the predetermined period of time.