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Following this commit elastic/elasticsearch@d27aa72 in elasticsearch. A scroll parallel limit of 500 is set.
This seems related to this issue : #2249
Elastalert create scroll for each research with default to 30s for keeping the scroll context alive.
But it never clears the scroll if it's not used anymore
As it's really easy to open 500 scroll in 30 seconds, the scroll should be clear after usage.