You need to either send an HTTP/1.1 request, or HTTP/1.0 with the appropriate headers

• HTTP/1.1 does not automatically keep the connection open. An appropriate Keep-Alive header must be sent.

• Keep-Alive was introduced in HTTP/1.1. HTTP/1.0 does not support keeping the connection open.

  However, since Keep-Alive is compatible with HTTP/1.0, many servers that claim to be HTTP/1.0 support Keep-Alive. This was the cases even when HTTP/1.1 was still a draft.

• Finally, servers are under no requirement to honour Keep-Alive requests.