Theoretically yes, it all depends how and by what means this data is collected and if you need to wait for some parts, have a look at the example Urls I send before or join the openresty forum on googlegroups with some example code/description what your after.
nb. a Lua cache is an in-memory cache of requests/answers that would be the same if run again, if so you serve them from cache (which is fast) instead of querying the database (which is 'slow') again.
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nginx for Windows http://nginx-win.ecsds.eu/