I assume you are using the threading module.
Threading in Python
Python is not multithreaded for CPU activity. The interpreter still uses a GIL (Global Interpreter Lock) for most operations and therefore linearizing operations in a python script. Threading is good to do IO however, as other threads can be woken up while a thread waits for IO.
Idea
Because of the GIL we can just use a standard list to combine our data. The idea is to pass the same list or dictionary to every Thread we create using the args parameter. See pydoc for threading.
Our simple implementation uses two Threads to show how it can be done. In real-world applications you probably use a Thread group or something similar..
Implementation
def worker(data):
# retrieve data from device
data.append(1)
data.append(2)
l = []
# Let's pass our list to the target via args.
a = Thread(target=worker, args=(l,))
b = Thread(target=worker, args=(l,))
# Start our threads
a.start()
b.start()
# Join them and print result
a.join()
b.join()
print(l)
Further thoughts
If you want to be 100% correct and don't rely on the GIL to linearize access to your list, you can use a simple mutex to lock and unlock or use the Queue module which implements correct locking.
Depending on the nature of the data a dictionary might be more convenient to join data by certain keys.
Other considerations
Threads should be carefully considered. Alternatives such as asyncio, etc might be better suited.
