One big XML file vs. many HTTP requests

[Michael Levy]

Greetings,

I'm evaluating using Solr under Tomcat to replace a number of text 
searching projects that currently use UMASS's INQUERY, an older search 
engine.

One nice feature of INQUERY is that you can create one large SGML file, 
containing lots of records, each bracketed with <DOC> and </DOC> tags.  
Submitting that big SGML document for indexing goes very fast. 

I believe that Solr indexes one document at a time; each document 
requires a separate HTTP POST.

How efficient is making a separate HTTP request per-document, when there 
are millions of documents?  Do people ever use Solr's or Lucene's API 
directly for indexing large numbers of documents, and if so, what are 
the considerations pro and con?

Thanks to Yonik and Chris everyone for all your work; Solr looks really 
great.