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Is there the advantage of using multiple TCP sockets for multiple transactions?

This depends on the server component in question. Should the server device being requested support separate memory buffers, there is an advantage as each request will be passed to the CPU separately. Conversely, if the device supports multiple transactions per socket or shared buffers, single socket multiple transactions will be passed on a single receive buffer. Thus the possibility exists that buffer overflow will cause messages to be dropped due to congestion.

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