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Is Add() method creat a new thread for each data series?

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    Is Add() method creat a new thread for each data series?

    I want to use Add() method to add around 500 stocks 1-min data to the same strategy. If the Add() does not create a new thread for each data series, can it sustain when the OnBarUpdate event happens?

    So my questions are:
    1. Is Add() implemented in a multiple-thread way?
    2. How is the limitation of data series I can add using Add() without dragging the performance on a 3GHZ core2 quad cpu? Did anybody try this?

    thanks.

    #2
    belllab, adding 500 instruments to a single strategy is starting to push the limit. We don't have solid figures for an upper limit because people's hardware and software varies by an incredible amount. I would recommend starting with around 100 or so and slowly add on until you find the limit of your computer.

    There was a similar question a few months back where someone was trying to monitor 500 instruments at once. I ran his script on my computer with all 500 instruments and it performed correctly. The original poster's computer couldn't quite handle it.
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