When in streaming mode, Firefox usually writes "Transferring data" to the status bar, because a download is actually in place (there could be unpredictable cases where Firefox doesn't write such message, but the usual case is to write it). For the same reason, IE writes a similar message, this time mentioning the URL from which it is downloading. In IE7 and IE8 it is not possible to write custom messages to the status bar, so we overloaded the URL syntax to give it some semantics (something like "streaming_in_progress", which can be customized). See this post for more info on this.

A good practice is to notify the user of the current Lightstreamer state through a widget in the application. It could just be a message string or something more sophosticated (for example, see the new status widget to the left-top part of the screen that we use in our demos).