Please, let me repeat that this depends on the type of data source.
Yes, you are right, if you have only 2, or few more, Items powered by different sources, for example two distinct socket streams, then the simplest solution is to create two parallel threads which are waiting for the updates to be pushed into Lightstreamer server.

But please consider that if the number of Items grows up to hundreds or thousands then the solution proposed would become unmanageable and you should re-model the Adapter with an asynchronous management of data feeders.

Anyway, if you expand a little more on how the Items updates are generated/received I think we can help you better.