Den Delimarsky explains how to pull data from a continuous stream in Windows Phone 7.
Source: Den By Default
When it comes to getting data from the web in a Windows Phone 7 application, it is pretty easy to implement a downloading layer via asynchronous calls (synchronous web calls are not allowed), be it through WebClient or HttpWebRequest. That works well when the data is defined by a specific size restraint – to be specific, when it is known what amount is to be downloaded. In a standard situation, once the async callback is triggered, it means that the response is there ready to processed and all the needed data was downloaded and is kept in memory.