A connection management method between devices which are connected by a digital interface and the command structure therefor are provided. The connection management method, in a network system where a device for transmitting data using a predetermined data transmission format and a device for receiving data are connected by a predetermined digital interface, includes the step of informing another device of various connection status changes for data transmission flow in the course of transmitting real time data between devices connected by a predetermined digital interface format, as well as the step of informing another device of a connection status change which may occur in any of devices whose connection is established. Accordingly, the other device is able to cope with the possible changes, which allows more efficient management for connection status.