Efficient Data Stream via HTTP in a single Session

According to the Etherios Docs on Writing Web Services Client Applications:
To reduce the authentication overhead of multiple requests, either use an HTTP library that caches cookies, or cache the cookies JSESSIONID and SID yourself.

Is there a suggested method for doing this on the WR21? Or in Python in general for the webserver front end that is gathering data streams from Etherios as well? Would be helpful to reduced load on the Etherios server and ours on both the embedded and server side.

There is an example of how to do this in Java, but I was having troubles finding a proper way to handle this in Python…