impement AsyncCallback on web application

Question

Hello all,
I built a winform getting byte array from a demo fix gateway server when ever it has a response it sends it and the Beginrecieve function knows to reffer to the right function to receive tha data when ever it has one.
i was trying to achieve the same goal with web application but with no success i guess its because threads are not working with web app .
So i need a recomendation on how to implement  this on a web app
i know i can use ajax with a timer but i want that only when the server has a results my server\client will know about it and to activelly  initiate a connet with ajax every  couple of seconds.
I will appreciate any kind of help
i have attached my winform application which works
eyal