How would you get near real-time data from a server that does not support server sent events?

We are building an application that needs to call an API for some data but the API we are calling does not support "pushing" or server sent events. So what would be the best way to get at least near real-time data?

From what I have researched it looks like short polling would be the best approach, but I'm curious if there is a different/better way to solve this problem.