Execute multiple threads concurrently

You could use the largely undocumented ThreadPool class in multiprocessing.pool to do something along these lines:

from multiprocessing.pool import ThreadPool
import random
import threading
import time

MAX_THREADS = 2
print_lock = threading.Lock()

def export_data(fileName):
    # simulate writing to file
    runtime = random.randint(1, 10)
    while runtime:
        with print_lock: # prevent overlapped printing
            print('[{:2d}] Writing to {}...'.format(runtime, fileName))
        time.sleep(1)
        runtime -= 1

def export_to_files(filenames):
    pool = ThreadPool(processes=MAX_THREADS)
    pool.map_async(export_data, filenames)
    pool.close()
    pool.join()  # block until all threads exit

def main():
    export_to_files(['out_file1', 'out_file2', 'out_file3'])

if __name__ == "__main__":
    main()

Example output:

[ 9] Writing to out_file1...
[ 6] Writing to out_file2...
[ 5] Writing to out_file2...
[ 8] Writing to out_file1...
[ 4] Writing to out_file2...
[ 7] Writing to out_file1...
[ 3] Writing to out_file2...
[ 6] Writing to out_file1...
[ 2] Writing to out_file2...
[ 5] Writing to out_file1...
[ 1] Writing to out_file2...
[ 4] Writing to out_file1...
[ 8] Writing to out_file3...
[ 3] Writing to out_file1...
[ 7] Writing to out_file3...
[ 2] Writing to out_file1...
[ 6] Writing to out_file3...
[ 1] Writing to out_file1...
[ 5] Writing to out_file3...
[ 4] Writing to out_file3...
[ 3] Writing to out_file3...
[ 2] Writing to out_file3...
[ 1] Writing to out_file3...