Pulling data asynchronously from third-party web service on Windows Azure Platform

Answer 1

In Windows Azure that's usually Worker Role used to host the cloud processing. In order to accomplish your tasks you'll either need to implement this messaging/scheduling infrastructure yourself or use something like Lokad.Cloud or Lokad.CQRS open source projects for Azure.

We use Lokad.Cloud for distributed BI processing of hundreds of thousands of series and Lokad.CQRS allows to reliably retrieve and synchronize millions of products on schedule.

There are samples, docs and community in both projects to get you started.

Answer 2

As Rinat stated, you can use Lokad's solution. If you choose to do it yourself, you can run a timed task in your worker role - maybe spawn a thread that sleeps, waking every 30 minutes to perform its task. It can then reach out to the Web Services in question (or maybe one thread per Web Service?) and fetch data. You can store it temporarily in Azure Table Storage, which is a fraction of the cost of SQL Azure (0.15 per GB), and then easily read it out of Table Storage on-demand and transfer to SQL Azure.

Assuming you host your services, storage and SQL Azure are in the same data center (by setting the affinity appropriately), you'd only pay for bandwidth when pulling data from the web service. There'd be no bandwidth charges to retrieve from Table Storage or insert into SQL Azure.