Data Blending is a Tableau feature that is used to analyze related data from multiple data sources as a single set. It helps in combining the data from various sources. It also helps in finding additional information from the various data sources. It does not combine the data sources, however, it displays the information contained in them together. It helps to discover the correlations between multiple data sources without taking much time or expense of the data warehouse processes.
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Also, check out this Tableau video tutorial