I think that it may be how the tradstation works, if it is using an http or https connection and doesn’t stick rigidly to that protocol it may break the connection.
The web shield monitors http traffic, but not https, so if there is non standard use of the http protocol whilst in http and or the switching between http and https, it could drop/lose the connection.
You could try exclude the tradstation IP address in the avastUI, Settings, Troubleshooting, Redirect Settings and add the IP address or domain name for tradestation in the Ignored addresss: window.