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I have some very basic questions on web hosting.

I am wondering, do web hosting companies usually allow me to run customized programs? For example, my website needs me to run a program separately, continuously on the back end and talk to the front end stuff. Is this usually allowed?

I am assuming the answer is yes, otherwise people can't use some web frameworks like web.py. If the answer is yes, do they usually impose the CPU/memory limit on my program?

Also, will I have sudo permission on the servers they provide?

I know this probably varies from company to company, I am just trying to understand some industrial basics before asking more ignorant questions.

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In this case, people usually rent out virtual or dedicated servers because it isolates their application from the host and other customers. You cannot normally run this type of software on standard web hosts. And it also entirely depends on what you are doing in the 'backend' or if you are just doing database calls. Some 'shared hosts' allow Python scripts like they allow PHP, while others do not. You'll have to continue researching or provide more details about your intentions. –  ionFish Jan 5 '13 at 16:49
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It depends on the type of web hosting you are paying for. If you are on a shared hosting plan (a lot cheaper) you can't do all of the stuff you mentioned above. But if you are on a dedicated server (higher price) you usually can do all of this stuff. The CPU/memory limits depend on the hardware of your dedicated server or the amount of resources they give you if your dedicated server is a virtual machine.

Oh and CRON jobs are allowed on both. It's not like running programs continuously but it could be enough in some cases.

Dedicated servers can cost around 1200$/year and the cheapest shared hosting I've seen cost 45$/year. If you just want to get the full control on the server and doesn't want more resources, it's a privilege that will cost you a lot. In this case, you could also consider hosting your website on a shared hosting and run the back end scripts on you own webserver made from an old computer and hosted at home (if your scripts allow this kind of configuration). I've done that for one of my websites that required a chat server and it works pretty well.

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