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Here are the simple steps to know what is parallel query.
1. Tableau Desktop can initiate multiple, parallel connections automatically when communicating with a data source.
2. Settings managed by in xml file named connection-configs.xml which you create and save in the Tableau Desktop folder
3. Configuring parallel query
<connection class='mysql' dbname='Inventory' server='MySQL_Public'>
Set Global limit 8, default is 16 and for redshift its 8
5. Prior to tableau 9.0 there is no parallel query execution
Thanks Akram !