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I had been using CFHttp and NSUrlConnection. These classes create a new connection every time to do a http send and receive.
Basically i need a single connection to perform all my send and receive.
Open connection -> send http request -> receive http response ->send http request -> receive http response-> Close connection.
Is there any way to do this.
NSUrlConnection will automagically keep open and re-use a connection for you, via the HTTP 1.1 protocol. (See this accepted answer). It should do this out of the box, unless you’re doing something to modify its default behaviour.
I recommend using a network sniffer to verify that connection re-use is happening (or not), and to verify after what amount of time the connection might be dropped (and hence re-opened on next request). Wireshark is a superb network analyzer with good protocol support.
You could also use a third party library; AFNetworking is nice, well designed, and gets good press. (I used to use ASIHttpRequest but it’s recently been retired from active development, and its code structure is more monolithic.)