Main thing here is to decide on a connection design and to choose protocol. I.e. will you have a persistent connection to your server or connect each time when new data is ready to it.
Then will you use HTTP POST or Web Sockets or ordinary sockets. Will you rely exclusively on nginx or your data catcher will be another serving service.
This would be a most secure way, if other people will be connecting to nginx to view sites etc.
Write or use another server to run on another port. For example, another nginx process just for that. Then use SSL (i.e. HTTPS) with basic authentication to prevent anyone else from abusing the connection.
Then on client side, make a packet every x seconds of all data (pickle.dumps() or json or something), then connect to your port with your credentials and pass the packet.
Python script may wait for it there.
Or you write a socket server from scratch in Python (not extra hard) to wait for your packets.
The caveat here is that you have to implement your protocol and security. But you gain some other benefits. Much more easier to maintain persistent connection if you desire or need to. I don't think it is necessary though and it can become bulky to code break recovery.
No, just wait on some port for a connection. Client must clearly identify itself (else you instantly drop the connection), it must prove that it talks your protocol and then send the data.
Use SSL sockets to do it so that you don't have to implement encryption yourself to preserve authentication data. You may even rely only upon in advance built keys for security and then pass only data.
Do not worry about the speed. Sockets are handled by OS and if you are on Unix-like system you may connect as many times you want in as little time interval you need. Nothing short of DoS attack won't inpact it much.
If on Windows, better use some finished server because Windows sometimes do not release a socket on time so you will be forced to wait or do some hackery to avoid this unfortunate behaviour (non blocking sockets and reuse addr and then some flo control will be needed).
As far as your data is small you don't have to worry much about the server protocol. I would use HTTPS myself, but I would write myown light-weight server in Python or modify and run one of examples from internet. That's me though.