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Collecting data, processing it - winsock? multiple threads? repository? what?

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I have a lot of experience with VB5/6, but I have zero experience with winsock, threads, repositories, etc. I need to fetch a lot of stock price data that comes in very frequently, store it someplace, then process some of that data and draw some charts and display some grids. I believe I need to have one thread fetching and storing the data, while another thread would do the analysis of the data and the filling of grids and display of graphs. Am I on the right track? And if so, where might I find some good instruction on this process considering I have zero experience in these realms? Do I need .NET or will VB6 be up to the task. What sort of buffer do I use to hold the data as it streams in? Thank you for any tips you can provide me.

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