This paper discusses the real-time data modeling, acquisition and analysis, analyses and designs the real-time data warehouse architecture. In this architecture, the introduction of a multi-level real-time data cache facilitates the real-time data storage. And the using of the Web service to capture real-time data makes the real-time data capture and load easily. This paper also discusses the real-time data analyse in the SOA based real-time data warehouse. It combines the Web services and data warehouse,extends data warehouse's network ability, solves data exchange efficiency with server and improves client' s execution efficiency. So it is convenient to select valuable information and then companies corporation and individual can obtain information conveniently.