If you must poll, at least poll well...:
[...] we can do better by having clients tell the server when they last picked up new data and then having the server only send entries that have been added or modificed since the last entry picked up by the client.
He also suggests using RFC3229 - Delta encoding in HTTP but I'm not sure that specification is required or advisable. This discussion is a good starting point to figure out if there are any lingering problems with RFC3229.
I think that 'telling the server' could be done purely with a URI and does not require the use of headers. There would be a trade-off in terms of coordination between the use of headers (for example, as defined by RFC3229) and the use of URIs (separate resources for sets of items based on time).