Hi,
there is not such setting on lightstreamer, anyway, in your adapter, when a subscribe call is received, you can start a new thread (or schedule a task somewhere else) and then return immediately.
In this new thread you will fetch the data and send them to the listener so that it can forward 'em to the clients.
This is our guide line to implement adapters. See
http://goo.gl/9Kisdn for further details. Let me know if something is not clear