Sharing Data between threads

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I have an application that loops through a dataset and retrieves /
updates information in rows that meet certain criteria. When the end
user clicks a button, the dataset is then merged with the database. I
would like to make the merge process run in the background so that no
user interaction is required. I can make the background thread run
and update the dataset just fine. My questions are, can 2 threads
loop through a dataset at the same time? Can my background process
create a copy of the database and then merge the copy? Can my
background process download a new set of data and copy it over the
current dataset?

Any help is much appreciated.

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