New user

Hi,
I'm new to this library and I've been trying to learn how to request a
url from which I stream myself come data. Can anyone help in this area?
I couldn't find any examples of it. Basically, I have a server from
which I can request a single data or a continuous stream of data. I
would like to make a request that will remain open while I grab the data
as it comes and examing it. Help anyone?

Thanks.