title: First HTTPS request takes much more time than the rest
body: <p>I'm making a python app that needs to make fast HTTP API calls.
  I use the python requests package to make API calls on HTTPS.
  I noticed that first request always takes much more time than the rest. 
  This is not due to establishing the HTTP connection because requests.get() establishes a new connection on every call (checked requests with logs).</p>
  
  <p>I investigated my network with Wireshark and although I found that the first request takes more time than the others, the difference is not big. </p>
  
  <p>I also noticed that even if I make the first call to host1 and all the rest to host2, the request to host1 takes much more time than all subsequent requests. That assures me that the issue is not connected to establishing some kind of connection with the host.</p>
  
  <p>I checked with the ping command and didn't find such a difference between the first and subsequent ping requests.</p>
  
  <p>Is it something to do with the OS, requests initial set up on the first request or something else?</p>
  
  <p>My python code:</p>
  
  <pre><code>import requests
  import time
  import logging
  
  
  logging.basicConfig(level=logging.DEBUG)
  
  url = "https://bittrex.com/api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both"
  
  for i in range(10):
      start = time.time()
  
      requests.get(url)
  
      end = time.time()
  
      print('Time: {}. index: {}'.format(end - start, i))
  </code></pre>
  
  <p>Output:</p>
  
  <pre><code>DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.8292889595031738. index: 0
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.14321112632751465. index: 1
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.10214948654174805. index: 2
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.10616683959960938. index: 3
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.1061558723449707. index: 4
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.09714269638061523. index: 5
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.0861358642578125. index: 6
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.08713865280151367. index: 7
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.09714365005493164. index: 8
  DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): bittrex.com
  DEBUG:urllib3.connectionpool:https://bittrex.com:443 "GET /api/v1.1/public/getorderbook?market=BTC-LTC&amp;type=both HTTP/1.1" 200 46568
  Time: 0.09714889526367188. index: 9
  </code></pre>