The thing to remember about an HTTP connection is it's still, at a lower level, a socket connection over TCP. They can be prone to issues with leaving a connection open, even if you're constantly streaming data from the source.
While some pretty serious efforts have been made in this area (socket.io, websockets, HTTP long polling, etc), your best and simplest bet is to just make new requests every couple of seconds.
However, there are specific use cases for using things like websockets, so perhaps you can explain what you're doing a little better, then maybe we can say for sure.