The WebSocket connection is continuously open (pending) to facilitate data transfer (think of it like a phone call; once connected both parties can talk back and forth until one of them hangs up). You can see an example of this by going to your site, opening the Developer Toolbar (typically F12) in your web browser then navigating to the Network tab (select WS to see just that protocol) as below:
The continuously open (pending) nature of the WebSocket connection can cause it to be flagged as an issue by some monitoring/performance tools as they’re not designed to handle the protocol. However, this connection is perfectly normal and should not impact the performance of your site, so can probably be ignored.
In cases where making a WebSocket connection fails, the Script will fall back to sending data to our server via HTTPS instead.