TCP connection getting closed using SparkFun WiFi Shield - ESP8266

I have an application where I want to keep the TCP connection with the server.

So, I am opening a TCP connection by making call to connect(). However, the connection gets closed immediately after opening. I am not making any HTTP request.

In my opinion, the server is not closing the connection. I tried using the ethernet shield and connecting to the server. In this case, the server does not close connection by itself.

I am using Arduino Uno and SparkFun WiFi Shield - ESP8266 . Following is the code and serial monitor output.

Any ideas on how to keep TCP connection open for a long time will be helpful.

/************************************************************
ESP8266_Shield_Demo.h
SparkFun ESP8266 AT library - Demo
Jim Lindblom @ SparkFun Electronics
Original Creation Date: July 16, 2015
https://github.com/sparkfun/SparkFun_ESP8266_AT_Arduino_Library

This example demonstrates the basics of the SparkFun ESP8266
AT library. It'll show you how to connect to a WiFi network,
get an IP address, connect over TCP to a server (as a client),
and set up a TCP server of our own.

Development environment specifics:
  IDE: Arduino 1.6.5
  Hardware Platform: Arduino Uno
  ESP8266 WiFi Shield Version: 1.0

This code is released under the MIT license.

Distributed as-is; no warranty is given.
************************************************************/

//////////////////////
// Library Includes //
//////////////////////
// SoftwareSerial is required (even you don't intend on
// using it).
#include <SoftwareSerial.h> 
#include <SparkFunESP8266WiFi.h>

//////////////////////////////
// WiFi Network Definitions //
//////////////////////////////
// Replace these two character strings with the name and
// password of your WiFi network.
const char mySSID[] = "BlueVulture_TP-Link";
const char myPSK[] = "password_removed";

// To use the ESP8266 as a TCP client, use the 
// ESP8266Client class. First, create an object:
ESP8266Client client;

//////////////////
// HTTP Strings //
//////////////////
const String httpRequest = "GET / HTTP/1.1\n"
                           "Host: www.example.com\n"
                           "Connection: close\n\n";
                           
// if you don't want to use DNS (and reduce your sketch size)
// use the numeric IP instead of the name for the server:
//IPAddress server(74,125,232,128);  // numeric IP for Google (no DNS)
//char server[] = "www.google.com";    // name address for Google (using DNS)
char server[] = "74.125.232.128";    // name address for Google (using DNS)
//char server[] = "174.129.224.73"; // echo.websocket.org
//IPAddress server(174,129,224,73);  // numeric IP for echo.websocket.org
//const char server[] = "example.com";

// All functions called from setup() are defined below the
// loop() function. They modularized to make it easier to
// copy/paste into sketches of your own.
void setup() 
{
  // Serial Monitor is used to control the demo and view
  // debug information.
  Serial.begin(9600);
  serialTrigger(F("Press any key to begin."));

  // initializeESP8266() verifies communication with the WiFi
  // shield, and sets it up.
  initializeESP8266();

  // connectESP8266() connects to the defined WiFi network.
  connectESP8266();

  // displayConnectInfo prints the Shield's local IP
  // and the network it's connected to.
  displayConnectInfo();

  Serial.print("connecting to ");
  Serial.print(server);
  Serial.println("...");

  // if you get a connection, report back via serial:
  int retCode = client.connect(server, 80, 7200);
  if (retCode > 0) {
    Serial.print("connected to ");
    Serial.println(server);
    // Make a HTTP request:
//    client.print(httpRequest);
          
  } else {
    Serial.print("Return code: ");
    Serial.println(retCode);
    Serial.print("return from status() :");
    Serial.println(client.status());
   
    // if you didn't get a connection to the server:
    Serial.println("connection failed");
  }
}

void loop() 
{
  //   available() will return the number of characters
  //   currently in the receive buffer.
  while (client.available())
    Serial.write(client.read()); // read() gets the FIFO char
      
  // if the server's disconnected, stop the client:
  //  Serial.println("Checking if client is disconnected...");
  if (!client.connected()) {
    Serial.println();
    Serial.println("disconnecting...");
    client.stop();
    Serial.println("[Disconnected]");
    
    // do nothing forevermore:
    while (true) {
      delay(1);
    }
  }
}

void initializeESP8266()
{
  // esp8266.begin() verifies that the ESP8266 is operational
  // and sets it up for the rest of the sketch.
  // It returns either true or false -- indicating whether
  // communication was successul or not.
  // true
  int test = esp8266.begin();
  if (test != true)
  {
    Serial.println(F("Error talking to ESP8266."));
    errorLoop(test);
  }
  Serial.println(F("ESP8266 Shield Present"));
}

void connectESP8266()
{
  // The ESP8266 can be set to one of three modes:
  //  1 - ESP8266_MODE_STA - Station only
  //  2 - ESP8266_MODE_AP - Access point only
  //  3 - ESP8266_MODE_STAAP - Station/AP combo
  // Use esp8266.getMode() to check which mode it's in:
  int retVal = esp8266.getMode();
  if (retVal != ESP8266_MODE_STA)
  { // If it's not in station mode.
    // Use esp8266.setMode([mode]) to set it to a specified
    // mode.
    retVal = esp8266.setMode(ESP8266_MODE_STA);
    if (retVal < 0)
    {
      Serial.println(F("Error setting mode."));
      errorLoop(retVal);
    }
  }
  Serial.println(F("Mode set to station"));

  // esp8266.status() indicates the ESP8266's WiFi connect
  // status.
  // A return value of 1 indicates the device is already
  // connected. 0 indicates disconnected. (Negative values
  // equate to communication errors.)
  retVal = esp8266.status();
  if (retVal <= 0)
  {
    Serial.print(F("Connecting to "));
    Serial.println(mySSID);
    // esp8266.connect([ssid], [psk]) connects the ESP8266
    // to a network.
    // On success the connect function returns a value >0
    // On fail, the function will either return:
    //  -1: TIMEOUT - The library has a set 30s timeout
    //  -3: FAIL - Couldn't connect to network.
    retVal = esp8266.connect(mySSID, myPSK);
    if (retVal < 0)
    {
      Serial.println(F("Error connecting"));
      errorLoop(retVal);
    }
  }
}

void displayConnectInfo()
{
  char connectedSSID[24];
  memset(connectedSSID, 0, 24);
  // esp8266.getAP() can be used to check which AP the
  // ESP8266 is connected to. It returns an error code.
  // The connected AP is returned by reference as a parameter.
  int retVal = esp8266.getAP(connectedSSID);
  if (retVal > 0)
  {
    Serial.print(F("Connected to: "));
    Serial.println(connectedSSID);
  }

  // esp8266.localIP returns an IPAddress variable with the
  // ESP8266's current local IP address.
  IPAddress myIP = esp8266.localIP();
  Serial.print(F("My IP: ")); Serial.println(myIP);
}

// errorLoop prints an error code, then loops forever.
void errorLoop(int error)
{
  Serial.print(F("Error: ")); Serial.println(error);
  Serial.println(F("Looping forever."));
  for (;;)
    ;
}

// serialTrigger prints a message, then waits for something
// to come in from the serial port.
void serialTrigger(String message)
{
  Serial.println();
  Serial.println(message);
  Serial.println();
  while (!Serial.available())
    ;
  while (Serial.available())
    Serial.read();
}