1. A method for an improved communication in an electronic trading environment, comprising: receiving initial download data at a connection proxy, wherein the initial download data enables a client terminal to connect to an electronic exchange through an intermediary device, wherein the client terminal communicates with the electronic exchange using a communication session established for the client terminal at the intermediary device; detecting that a network communication link between the client terminal and the intermediary device has been terminated; providing, by the connection proxy, a signal to the intermediary device to maintain the communication session at the intermediary device for a predetermined period of time in response to detecting that the network communication link has been terminated; receiving market data related to a tradeable object at the connection proxy during the predetermined period of time; providing, by the connection proxy, the 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 terminating the signal being provided by the connection proxy if the network communication link between the client terminal and the intermediary device is not restored during the predetermined period of time.