How do I insert data into the database in real time?

Question

I have an application that consumes data from a network server, follows my code:

        conn.setRequestMethod("GET");
        conn.setRequestProperty("Authorization", "Basic " + asB64);
        conn.setRequestProperty("Accept", "application/json");
        conn.setRequestProperty("Access-Control-Allow-Origin", "*");
        if (conn.getResponseCode() != 200) {
            throw new RuntimeException("Failed : HTTP Error code : "
                    + conn.getResponseCode());
        }
        InputStreamReader in = new InputStreamReader(conn.getInputStream());
        BufferedReader br = new BufferedReader(in);

I’ve already created the object with the data and I’m managing it. The problem is that I needed this application to run in real time to be able to save the data once they were consumed in the database.