Check that the response is not closed each time around the loop.

tweepy/streaming.py

@@ -141,12 +141,8 @@ class Stream(object):
                 self.running = False
 
     def _read_loop(self, resp):
-        while self.running:
-            if resp.isclosed():
-                break
-
         buf = ''
-            while True:
+        while self.running and not resp.isclosed():
             c = resp.read(self.buffer_size)
             idx = c.rfind('\n')
             if idx > -1:
@@ -161,6 +157,7 @@ class Stream(object):
                 # buffer
                 buf += c
 
+
     def _start(self, async):
         self.running = True
         if async: