1. A realtime engine for interfacing one or more data feeds with an application, each one of said one or more data feeds having an associated group of items for each member of which that data feed delivers realtime data, the interface comprising: means for caching data values most recently received from a selected one of said one or more data feeds for at least some members of the associated group of items for the selected data feed, wherein said caching means caches a data value that is most recently received for any given item by replacing a previously received data value for said given item with the most recently received data value for said given item; means for retrieving at least some of said cached data values in response to a request for updates from the application; and means for sending the retrieved data values to the application in response to the request for updates, wherein said caching means updates its cached data values with realtime data received from said selected data feed when said realtime data is received from said selected data feed and wherein said caching means performs said updating automatically and on an ongoing basis irrespective of whether the application has requested any updates, and wherein said retrieving means comprises means for determining which of said cached data values for a given set of items are different in value from data values for that set of items last sent to the application by said sending means, and wherein said retrieving means retrieves and said sending means sends only those cached data values having values that are determined to be different from the last sent data values for that set of items.