If you have 500 servers like the example mentioned above, you'll absolutely want to have a Presentation Server that's deicated to acting as the data collector and not serving any applications. But what about smaller enviornments? At what point do you need to build a “dedicated” CPS server that acts only as a data collector without hosting any user sessions.
There are no hard numbers to dictate the point at which you should build a dedicated data collector.
If you have a regular Presentation Server acting as your data collector and you're considering building a dedicated data collector, it's fairly simple to check its load to ensure that it can handle the situation. You can even use Task Manager. (Just look for the "ImaSrv.exe" process.) Look at the resources consumed by the IMA service the server acting as the data collector, and compare that to the IMA service on another Presentation Server in the same zone. (Run "query farm /zone" from the command line to determine which server is acting as the data collector in the zone.)
Note that there is no "official" way to just install the data collector role onto a Presentation Server. If you want to make a "dediciated" data collector, you actually just install Windows, enable the Terminal Services application server, install Presentation Server, configure that server to be "most preferred" in the data collector election preferences box, and then don't install or publish any applications on it. If you do this, remember to install any Citrix hotfixes or service packs to this server first. Otherwise you run the risk that your dedicated data collector could lose an election to a more up-to-date server somewhere else.
The reality in today's world of multicore servers and cheap memory, you can probably grow a zone very large before you need to move to a dedicated data collector. It's hard to pin down an exact number though since how busy a data collector is really depends on how the characteristics of your environment. If you publish individual applications versus an entire desktop, your data collector will be busier. If your users connect and disconnect continuously thoughout the day, your data collector will be busier than if users maintain a single session throughout the day.
It turns out that once farms grow to perhaps twenty servers or so, people generally build a dedicated server to handle all the miscellaneous "overhead" roles, like license servers and admin console publishing. In these cases, the overhead server is usually used for the data collector role as well. This is a fine design. But it's a product of wanting to separate out the random roles to another piece of hardware, not because the scalability of the IMA service required a standalone data collector.
In fact, once most farms grow beyond a few servers, administrators have the desire to keep all production application servers 100% identical to each other. (Or, more specifically, all application servers within the same silo. More on that later in the book.) If one of the "member" Presentation Servers is acting as a data collector, that means not all servers are identical, and this makes people uncomfortable.
So whatever the reason--the fact that you have an extra server you can use or the fact that you want to keep all your servers identical--people end up building a dedicated data collector long before scalability reasons suggest that they should, and that's perfectly fine.
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