Question

What do i create at thread with a function with parameters?

Thread t = new Thread(new ParameterizedThreadStart(fetchQuotes(cp)));

void fetchQuotes(SomeObject obj)
{
    [DoSomething With SomeObject] 
}

Answer 1

The easiest approach here is to use a closure over the non-parameterised (ThreadStart) signature:

Thread t = new Thread(() => fetchQuotes(cp));
...
t.Start();

This is static-checked for correctness at compile-time, and convenient (you can pass any number of parameters, for example).

The other approach is to pass object as the parameter (ParameterizedThreadStart):

Thread t = new Thread(fetchQuotes);
...
t.Start(cp);
...
void fetchQuotes(object obj)
{
    SomeObject obj2 = (SomeObject) obj;
    [DoSomething With SomeObject] 
}

here we are passing object, so not type-checked at compile time. “braindead” errors will only surface at runtime.