title: Multithread python requests
body: <p>For my bachelor thesis I need to grab some data out of about 40000 websites. Therefore I am using python requests, but at the moment it is really slow with getting a response from the server.</p>
  
  <p>Is there anyway to speed it up and keep my current header setting? All tutorials I found where without a header.</p>
  
  <p>Here is my code snipped:</p>
  
  <pre><code>def parse(url):
      headers = {'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_10_1) AppleWebKit/537.36 (KHTML, like Gecko) '
                           'Chrome/39.0.2171.95 Safari/537.36'}
      r = requests.get(url, headers=headers)
  
      for line in r.iter_lines():
          ...
  </code></pre>