Aggregate large number of observables into new observable

I have, let's say, a 1000 observables. Now I want to aggregate all the events into a new observable that fires OnNext 开发者_开发问答once all the others have sent an event. Whats the best way to do that using Rx?

Update: Some great feedback over at the Rx forum, especially by Dave Sexton. He showed how to create a Zip extension method that takes multiple observables: http://social.msdn.microsoft.com/Forums/en-US/rx/thread/daaa84db-b560-4eda-871e-e523098db20c/

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There is a MailboxProcessor in F#... I would use a SynchronizationContext in C# for the same purpose. Give me a few minutes and I will write up an example.

Aside: Here's my code in F# that does something similar... It will be considerably more effort, but still doable in C# with Rx.

open System.Diagnostics

let numWorkers = 20
let asyncDelay = 100

type MessageForMailbox =
   | DataMessage of AsyncReplyChannel<unit>
   | GetSummary of AsyncReplyChannel<unit>

let main =
   let actor =
      MailboxProcessor.Start( fun inbox ->
         let rec loop acc =
            async {
               let! message = inbox.Receive()
               match message with
               | DataMessage replyChannel -> replyChannel.Reply(); return! loop acc
               | GetSummary replyChannel -> replyChannel.Reply(); return! loop acc
            }

         loop 0 // seed for acc
      )

   let codeBlocks = [for i in 1..numWorkers -> 
                        async {
                           do! Async.Sleep asyncDelay
                           return! actor.PostAndAsyncReply DataMessage
                        } ]

   while true do
      printfn "Concurrent started..."
      let sw = new Stopwatch()
      sw.Start()
      codeBlocks |> Async.Parallel |> Async.RunSynchronously |> ignore
      actor.PostAndReply GetSummary
      sw.Stop()
      printfn "Concurrent in %d millisec" sw.ElapsedMilliseconds
      printfn "efficiency: %d%%" (int64 (asyncDelay * 100) / sw.ElapsedMilliseconds)

      printfn "Synchronous started..."
      let sw = new Stopwatch()
      sw.Start()
      for codeBlock in codeBlocks do codeBlock |> Async.RunSynchronously |> ignore
      sw.Stop()
      printfn "Synchronous in %d millisec" sw.ElapsedMilliseconds
      printfn "efficiency: %d%%" (int64 (asyncDelay * numWorkers * 100) / sw.ElapsedMilliseconds)

main