This is not the first time the club have been linked to Connolly, as Sky Sports reported this summer that the New York side were looking to lure the Englishman to the States.
Connolly signed a deal with Millwall that ends in January, making this a free transfer should he join. He will end his 4 month stint with Millwall playing in 4 games over 238 minutes.
Connolly also had an injury in late October which sidelined him for a month.
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