Real Time Data Pushing

Hello

I have a question. Some finance apps provides live prices of market data like stock exchange , currency etc. The app updates this every second and the prices are updated live. I am sure that , they do not download a file from the internet and update it every second so how do they do it =? Generally these type of data is provided with an xml feed. So can you point me to a correct place where i can find info on live updating of data through my app ?

TY

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