Persistent HTTP Connections with Python?

[Scott Sharkey]

Hello All,

I am trying to write a python script to talk to an xml-based stock feed 
service.  They are telling me that I must connect and login, and then 
"issue refresh requests" to fetch the data.  This sounds a lot (to me) 
like HTTP 1.1 persistent connections.  Can I do that with the urllib 
functions, or do I need to use the httplib functions for this kind of 
work.  Pointers and/or sample code would be much appreciated.

Thanks!

-scott