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FastCGI just encapsulations the input and output of CGI scripts, keeping it in memory..
So basically, your CGI script (Perl, C, whatever) just needs to accept the ENV parameters like usual and output text, and the FastCGI module "encapsulates" that script, feeding it input and displaying output.
I've used it quiet successfully when I needed a "running" counter in between iterations and for scalability purposes didn't want to load/increment a db table or file.
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