We recommend that Connection: keep-alive header is set for all requests to guarantee a persistent connection and therefore reducing latency.
Expect: 100- Continue Header
Set this to false to ensure that no additional latency is added to your API response time.
You should be aware that if using the .Net Framework you will need to set the relevant property in the ServicePointManager which then prevents the "Expect" header from being added:
System.Net.ServicePointManager.Expect100Continue = false;
Other performance tips
Additional advice regarding optimizing HTTPClient performance can be found via http://hc.apache.org/httpclient-3.x/performance.html