Originally posted by ThomasF:
When one plays scales "in thirds" it, it often means "separated by a third". So essentially you can play a C major scale from C-C with L.H. while playing from E-E with R.H. Two keys are depressed at once.
Double thirds essentially means that you play the exercise above, but with one hand. The fingering I'd use with R.H. would be 13, 24, 35, 13, 24, 13, 24, 35.
With double thirds with both hands, you are playing 4 keys at once.
I should point out that you must be very careful while playing double thirds: if you are not relaxed or methodical enough, you can do some serious damage to your arm muscles. Pushing down 2 keys at once with 2 different fingers requires more dexterity than pushing one key down. I advise you to practice double thirds very slowly and relaxed.
Keep in mind that there are records of Rachmaninoff practicing the Chopin double thirds etude at a rate of about 1 bar per 23 seconds.
Edit: Horowitzian, it is double thirds fingering in all 24 major and minor keys. [/b]