States of a TCP connection. These can be seen with netstat -at

A theoretical state where a TCP connection doesn’t exist yet.
A state where TCP connection is waiting for a connection to be made to it.
A SYN has been received, a SYN ACK has been sent, and we are waiting for an ACK.
A SYN has been sent to start a connection, the SYN ACK hasn’t yet been received.
A connection has been established
After a TCP connection has been closed, the spec says you should make sure that the connection is not reopened for a few minutes to prevent packets that were delayed in the Internet causing the connection to be reopened. These will disappear by themselves after a while. This can cause problems on servers that have lots of very short connections (such as a web server) by filling up the OS’s connection table. See also EADDRINUSE
A FIN has been received, we’ve sent our own FIN, but we are waiting on the ACK before we can move to the closed state.
A FIN has been sent, waiting for a ACK or FIN
A FIN has been sent, and an ACK has been received. More data can be received. This connection is half open.
A FIN has been sent, and one received, the FIN hasn’t been ACKed yet.
The connection has closed, and is waiting for 2MSL

Tuning your system’s settings

The amount of time that a connection waits in various stages is controlled by the OperatingSystem. Some OSes let you tune these settings. For example, for Linux-based OSes, look at the control files in /proc/sys/net/ipv4. According to /usr/src/linux/Documentation/filesystems/proc.txt:

Number of times initial SYNs for a TCP connection attempt will be retransmitted. Should not be higher than 255. This is only the timeout for outgoing connections, for incoming connections the number of retransmits is defined by tcp_retries1.
The length of time in seconds it takes to receive a final FIN before the socket is always closed. This is strictly a violation of the TCP specification, but required to prevent denial-of-service attacks.
Defines how often an answer to a TCP connection request is retransmitted before giving up.
Defines how often a TCP packet is retransmitted before giving up.

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