EF 6 - How to correctly perform parallel queries

As a matter of interest, when using EF Core with Oracle, multiple parallel operations like the post here using a single DB context work without issue (despite Microsoft's documentation). The limitation is in the Microsoft.EntityFrameworkCore.SqlServer.dll driver, and is not a generalized EF issue. The corresponding Oracle.EntityFrameworkCore.dll driver doesn't have this limitation.

The problem is this:

EF doesn't support processing multiple requests through the same DbContext object. If your second asynchronous request on the same DbContext instance starts before the first request finishes (and that's the whole point), you'll get an error message that your request is processing against an open DataReader.

Source: https://visualstudiomagazine.com/articles/2014/04/01/async-processing.aspx

You will need to modify your code to something like this:

async Task<List<E1Entity>> GetE1Data()
{
    using(var MyCtx = new MyCtx())
    {
         return await MyCtx.E1.Where(bla bla bla).ToListAsync();
    }
}

async Task<List<E2Entity>> GetE2Data()
{
    using(var MyCtx = new MyCtx())
    {
         return await MyCtx.E2.Where(bla bla bla).ToListAsync();
    }
}

async Task DoSomething()
{
    var t1 = GetE1Data();
    var t2 = GetE2Data();
    await Task.WhenAll(t1,t2);
    DoSomething(t1.Result, t2.Result);
}