i trade futures through o'connor.... i use j-trader...on a fail over it might drop quotes for a second but no need to log back in... so far so good...
A lot of info on this subject has been posted in the past. If I recall correctly most of the people were using a hotbrick load balancing router. You might want to check that out.
Finally settled on a linskys dual wan vpn router model #RV042. So far so good. Blazing fast and no lag load balancing as well as failover. 3 - 4 megabits per second. $160. Cable and DSL combined. Very happy. D.
Phone placed trades with your broker usually costs a lot more, for example, Tradestation Securities (TSS) charges $20 (if I remember correctly) for trades placed by phone. A better solution is to connect the old fashioned way by phone modem and close your trades out. I had an occasion when I was holding 40 equity positions and my DSL failed. I called TS Securties and they said they would be happy to do so but reminded me of the 20 dollar per trade fee, a total of $800 had I gone through with it. DS