can i run multiple jbdc queries with only one constant connection

I may be doing this the wrong way but here is some background.

I am useing soapui to create a validation script that connects to our data bases and returns various information on different devices all on a single contract.  so the script does 5 different jbdc test steps per account and each test step retrieves specific information about the account.  

The problem: i have been advised that this validation is causing system issues where each time it runs a jbdc query it connects to the database and then does the query , then disconnects.  Each connection is only active for maybe a 10th of a second but it the sheer number of them that is causeing an issue for the database admins.  If this were just a single account this would not be much of an issue but normaly this is done over 200 to 20000 accounts.  That is a lot of connections/disconnections.  Other than condensing all those steps into a single query and thus a single step is there a way to open single connection at the start of a project, run the queries (as this is an iterative process) and then close the single connection after i have checked every account on the list?

thank you for your assistance in this.