Without going into too much detail, the transports internally use a pool of physical connections (sockets, named pipes, shared memory sections) there is no 1:1 relationship between physical connections and opened sessions. Your client application can have 500 threads, each has opened 5 sessions, all using the same transport. If only 10 threads of these are actually inside a call to the server at the same time only 10 physical connections will be required for 2500 sessions. Opening a new session just requires a message over an already existing physical connection, instead of establishing a new connection.

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