Opening a two-way connection between arduino and web server

I'm using an arduino to send sensors' data to a web service, however sometimes I need the web service to trigger the arduino at a certain time (known at the web service). So i was thinking of making a kind of two-way connection between the arduino and the web service so that i won't have to use the polling method from arduino to web service. Is that possible? if so, how can it be done ? any helpful references would be good

Is that possible?

I've never heard of a web service capable of doing what you suggest. Perhaps you could post a link to this web service.