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Can we use long term threads in Python Anywhere?

For example,

Collecting continuous market data and store in a dataframe server side.

And then at any point in time my client can request this data which has been collected.

I have tested using @app.route(), running a while loop thread as test purposes but so far I am unable to access this threaded made by a request.

Yes you'd use Always-on Tasks (though it's a paid feature) - https://help.pythonanywhere.com/pages/AlwaysOnTasks/