Retaining data in an object

Using sql-server: Retaining data in an object on newest questions tagged sql-server – Stack Overflow

I am using MVC to load data which has millions of records into an object after which a response is sent to a server. Data is loaded from a sql server. It takes way to long to load millions of records into the object.

But when once the client closes connection ,all the data is lost. So when another client requests for data, the whole process is repeated again and the same data is loaded into the object yet again.

Is there any way through which data can be retained into the object for a certain time frame and once that time frame is over, it can load it again?
I know about caching being an option but what type/part of caching do I need to use and if you could give an example/link.

Loading millions of records again and again takes a toll on the time and bandwidth.

source: http://stackoverflow.com/questions/10710224/retaining-data-in-an-object
Using sql-server: using-sql-server