There is an ongoing debate here at work about if its a good idea to have multiple sessions of AutoCad running? I myself just run one instance and open multiple drawings. Others here open 2 Autocads in 2 different windows. We use 2 monitors so its nice to have 2 drawings open at the same time. Any benefits or pitfalls with either method?
You can end up with various system settings doing a "dueling banjos" thing, where making changes in one session are not reflected in the other session, and the last one closed wins. This can apply to registry-stored system variables, tool palettes, and other settings shared on a per-user or per-profile basis. If a third-party application requires AutoCAD to be in SDI mode there could be other consequences in accessing the same settings as well. Thats to say nothing of any customization which controls access to client or project specific data files.
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