Thanks for the replay.
Off course you are right and I did not think of the issue that the GET will have to be preformed one after the other and not in parallel.
Time is the most important issue for me and I am using 20 threads so the program can get the all the data in the same time. I wanted to save the time it takes for the TCP handshake and use the resources already allocated by the server.
Do you have an idea to how I can accelerate the program to the minimum time possible?