HTTP Keep-Alive for POST/GET Requests

Is there anyway to reuse http connections using keep alive? I tried sending the header Connection:keep-alive but that doest seem to work eg.
 .bx.query[“DELETE”;“/order/all”;`symbol`text`Connection!(`XBTUSD;`CANCEL;“keep-alive”);1b];
bx.query just sends a REST request

Hi,

There is no way to reuse http connections using keep alive.