Zmq subscriber per Dash thread/client

Is there a way to initialize an object per thread/client in dash?

For each client that attaches to the app I would like to setup a zmq subscriber. If I configure the subscriber inside a callback then it only lasts as long as the callback. If I have the callback triggered by an interval, then if data is published between intervals the subscriber will miss it.

For anyone else on this track I decided to rearchitect my app such that a separate program handles the zmq data and writes it to a plasma store which all of the clients can access in server memory.