May be i took your wrong, so let me clear you want to get data in
period of interval from client to server.
Then yes you can do it from Windows application

> i)   Can i be done through Application
Yes it can be done using sockets.

> ii)  Or through Database, script tool.
Script tool again you going to run your script in scheduler or some
code that calls your script :( :( :( :( :(
Database yes all ready you have the DB

> iii) If Application, then where can it be initiated, Windows Application (or) 
> Web Application, Concept...
Here you can make use of WEB service.


Thanks
Vijay
"Where Migration meets Innovation"
http://www.s7software.com

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