Frequent disconnections can be caused by many things. I would try to isolate the issue by testing the connection with another computer (assuming it is not shared via a router, switch, or other means), scanning for spyware (this can cause networking issues), and power cycling all equipment down the chain (from your computer to the cable/DSL modem).
Regardless on the kind of broadband connection you have, chances are that you have a router at the "border" of your network. Any good router will have a keep-alive option of some sort, especially if it is a DSL modem and you are using a PPPoE system (the broadband equivalent of dial-up, essentially). You'd have to log onto your router and see for yourself.
In any case, without more details about the design of your network, these are all speculative solutions. General malware, spyware included, can definitely cause this sort of thing so you want to isolate the problem to one of the following: a software issue on your PC, equipment issue, electrical interference, or a problem on the ISP's side.
If you call your ISP support, which may or may not be productive (many of them use mere scripts for their call center support, sadly), be sure to try the simple things such as unplugging power to the ISP-provided equipment, shutting down your computer(s), waiting a bit, and then bringing everything back up starting with the networking devices. Power cycles fix a lot of problems simply because data tends to get backed-up, causing performance loss.
I've worked with financial apps of all sorts including CQG, Bridge, and Bloomberg. There's always a way to get them to pick up the connection quickly. Definitely need more information here but I'll be glad to help you out some more. Hope this helps!