[Andrew Starr]

The data should always go into a database for the reason JonDeals said above but also for many other reasons - reasons you will not even be aware of yet, until you start using the feeds in this way. e.g. you can track which products are being clicked on, the time of the day, where the visitor originated from, which items convert to sale, whether the price has changed from when you first added it etc etc..

EDIT: yes you set up a cron job to run whenever you want, once a day, twice a day, once a week, whatever you want