There are no "hard" limits. But you may run into memory problems if you have large data sets. Sometimes a While loop is a better option (uses less memory) than an IntervalMatch. See http://community.qlik.com/blogs/qlikviewdesignblog/2013/02/12/reference-dates
Thank you very much. I didn't go the way of the article you linked but did reference your article IntervalMatch and Slowly Changing Dimensions
The memory problem got me thinking and I remembered your part about
"The Autonumber() function converts the string to an integer that takes a lot less memory space."
The use of AutoNumber(AgentID & ' | ' & Num(StartDateTime) & ' | ' & Num(EndDateTime)) as [AgentID+Interval] really helped speed things up and use less memory. It made me also think of other areas I could save on memory consumption earlier in the load script.
But now you spawned a new question I will open a new post on in regards to intervalmatch and incremental loads.