C# .NET - TCP multi-client continous connection/data exchange

Hi,

I am wondering how should I implement my multi client-server application.

When the connection of a client is established with the server and the

exchange was done, can I just retain the connection until the client initiates to disconnect?

Or just disconnect whenever a request/response was finished then establish a new connection again if it is needed

I am just concerned that if the connection will be continous it may be not a good choice because of network issues (bandwidth,security or anything) or client machine issues (memory,local resource or anything)

I hope anyone can help me on this.

TIA- Dan