First of all, jQuery is a client side technology, and thus cannot be used on the server side. Second, why make an AJAX request to your own server? You can just access the data directly and cache it.
If you want to make the request in Application_Start
, they it is probably application-wide data and not user specific. In this case, you should use Cache
and not session.
If you would like to make the calls in parallel, you can look in to server-side async calls using the Task Parallel Library
, which would be a much better fit for the situation you are describing.