GRPS A6 persistent connection


I am using GPRS to implement a secure connection between my ESP to the server.
As required from HTTPS protocol there are a lot of messages (TLS handshake) between me and the server before even sending the request.
I have noticed that each time I am sending a data through AT+CIPSEND my TCP automatically being CLOSE.

Is there a way to tell the GPRS A6 not to automatically close my TCP connection to the web server every time I send a data?