I've already viewed the question for maximum number of items in a batch request, but want to know if there is a general limit?
Not aware of any particular limits - but I have tested with 3k items open at any one time from an ERT in Cloud connection.
Note that my test was not doing much with the responses - other than dumping to a file.
If you are processing the data, then please ensure your application is able to process all the updates in a timely manner. If it is slow in consuming the data - it will start to buffer on the server - which will disconnect if its buffer limits for each connection are exceeded.
Therefore, please test thoroughly for an extended period - including any peak activity times - e.g. market open or other high volatility events to ensure the application is not a slow consumer.