diff --git a/zipline/gens/tradegens.py b/zipline/gens/tradegens.py
index 2e8f6bea..801d98f4 100644
--- a/zipline/gens/tradegens.py
+++ b/zipline/gens/tradegens.py
@@ -5,18 +5,22 @@ and zipline development
 import random
 import pytz
 
-from itertools import chain, cycle, ifilter, izip
+from itertools import chain, cycle, ifilter, izip, repeat
 from datetime import datetime, timedelta
 
 from zipline.gens.utils import hash_args, create_trade
 
 def date_gen(start = datetime(2006, 6, 6, 12, tzinfo=pytz.utc),
              delta = timedelta(minutes = 1),
-             count = 100):
+             count = 100,
+             repeats = None):
     """
     Utility to generate a stream of dates.
     """
-    return (start + (i * delta) for i in xrange(count))
+    if repeats:
+        return (start + (i * delta)  for i in xrange(count) for n in xrange(repeats))
+    else:
+        return (start + (i * delta) for i in xrange(count))
 
 def mock_prices(count, rand = False):
     """
@@ -74,6 +78,7 @@ class SpecificEquityTrades(object):
         self.sids = kwargs.get('sids', [1, 2])
         self.start = kwargs.get('start', datetime(2008, 6, 6, 15, tzinfo = pytz.utc))
         self.delta = kwargs.get('delta', timedelta(minutes = 1))
+        self.concurrent = kwargs.get('concurrent', False)
 
         # Default to None for event_list and filter.
         self.event_list = kwargs.get('event_list')
@@ -103,20 +108,35 @@ class SpecificEquityTrades(object):
 
         # Set up iterators for each expected field.
         else:
-            dates = date_gen(count=self.count,
-                             start=self.start,
-                             delta=self.delta
-            )
-            prices = mock_prices(self.count)
-            volumes = mock_volumes(self.count)
-            sids = cycle(self.sids)
+            if self.concurrent:
+                # in this context the count is the number of
+                # trades per sid, not the total.
+                dates = date_gen(
+                        count=self.count,
+                        start=self.start,
+                        delta=self.delta,
+                        repeats=len(self.sids),
+                    )
 
-            # Combine the iterators into a single iterator of arguments
-            arg_gen = izip(sids, prices, volumes, dates)
 
-            # Convert argument packages into events.
-            unfiltered = (create_trade(*args, source_id = self.get_hash())
-                          for args in arg_gen)
+            else:
+
+                dates = date_gen(
+                    count=self.count,
+                    start=self.start,
+                    delta=self.delta
+                )
+
+        prices = mock_prices(self.count)
+        volumes = mock_volumes(self.count)
+
+        sids = cycle(self.sids)
+        # Combine the iterators into a single iterator of arguments
+        arg_gen = izip(sids, prices, volumes, dates)
+
+        # Convert argument packages into events.
+        unfiltered = (create_trade(*args, source_id = self.get_hash())
+                            for args in arg_gen)
 
         # If we specified a sid filter, filter out elements that don't
         # match the filter.
diff --git a/zipline/lines.py b/zipline/lines.py
index 9bc8b3ac..1c3a558f 100644
--- a/zipline/lines.py
+++ b/zipline/lines.py
@@ -269,7 +269,12 @@ class SimulatedTrading(object):
               of StatefulTransform objects.
         """
         assert isinstance(config, dict)
-        sid = config['sid']
+        sid_list = config.get('sid_list')
+        if not sid_list:
+            sid = config.get('sid')
+            sid_list = [sid]
+
+        concurrent_trades = config.get('concurrent_trades', False)
 
         #--------------------
         # Trading Environment
@@ -307,17 +312,17 @@ class SimulatedTrading(object):
         #-------------------
         # Trade Source
         #-------------------
-        sids = [sid]
-        #-------------------
         if config.has_key('trade_source'):
             trade_source = config['trade_source']
         else:
             trade_source = factory.create_daily_trade_source(
-                sids,
+                sid_list,
                 trade_count,
-                trading_environment
+                trading_environment,
+                concurrent=concurrent_trades
             )
 
+
         #-------------------
         # Transforms
         #-------------------
diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py
index e3d92443..cf2168fb 100644
--- a/zipline/utils/factory.py
+++ b/zipline/utils/factory.py
@@ -174,7 +174,7 @@ def create_random_trade_source(sid, trade_count, trading_environment):
 
     return source
 
-def create_daily_trade_source(sids, trade_count, trading_environment):
+def create_daily_trade_source(sids, trade_count, trading_environment, concurrent=False):
 
     """
     creates trade_count trades for each sid in sids list.
@@ -189,11 +189,12 @@ def create_daily_trade_source(sids, trade_count, trading_environment):
         sids,
         trade_count,
         timedelta(days=1),
-        trading_environment
+        trading_environment,
+        concurrent=concurrent
     )
 
 
-def create_minutely_trade_source(sids, trade_count, trading_environment):
+def create_minutely_trade_source(sids, trade_count, trading_environment, concurrent=False):
 
     """
     creates trade_count trades for each sid in sids list.
@@ -208,10 +209,11 @@ def create_minutely_trade_source(sids, trade_count, trading_environment):
         sids,
         trade_count,
         timedelta(minutes=1),
-        trading_environment
+        trading_environment,
+        concurrent=concurrent
     )
 
-def create_trade_source(sids, trade_count, trade_time_increment, trading_environment):
+def create_trade_source(sids, trade_count, trade_time_increment, trading_environment, concurrent=False):
 
     args = tuple()
     kwargs = {
@@ -219,7 +221,8 @@ def create_trade_source(sids, trade_count, trade_time_increment, trading_environ
         'sids'   : sids,
         'start'  : trading_environment.first_open,
         'delta'  : trade_time_increment,
-        'filter' : sids
+        'filter' : sids,
+        'concurrent' : concurrent
     }
     source = SpecificEquityTrades(*args, **kwargs)