How can I implement a real time datawarehouse

Hi, I'm a little lost here but I want to know how can I implement a real time datawarehouse in sql server, I don't know if it is only to make the extraction process the shortest time possible.
Thank you

Hi Mega15, 
I agree with everything Seif and Louw said, but I'd like to add that if you are using SQL Server 2012 or 2014 and you want to use DirectQuery or ROLAP mode (depending on what SSAS mode are you using, tabular or multidimensional) you may be interested on
using columnar indexes on your base tables. 
Analytical and aggregated queries will take GREAT advantage from these indexes, they will perform much better than with traditional B-Tree indexes in most of your scenarios. 
Regards. 
Pau.

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