Modified example from https://docs.python.org/3/library/concurrent.futures.html#threadpoolexecutor-example to wait for all threads to complete.

tw_wait.py

import concurrent.futures
import urllib.request

URLS = ['http://www.foxnews.com/',
        'http://www.cnn.com/',
        'http://europe.wsj.com/',
        'http://www.bbc.co.uk/',
        'http://some-made-up-domain.com/']


# Retrieve a single page and report the url and contents
def load_url(url, timeout):
    conn = urllib.request.urlopen(url, timeout=timeout)
    return conn.readall()

# We can use a with statement to ensure threads are cleaned up promptly
with concurrent.futures.ThreadPoolExecutor(max_workers=5) as executor:
    # Start the load operations and mark each future with its URL
    future_to_url = {executor.submit(load_url, url, 60): url for url in URLS}

    # returned_futures contains 2 sets: returned_futures.done and returned_futures.not_done 
    # (not_done should be empty if we wait for ALL_COMPLETED)
    returned_futures = concurrent.futures.wait(future_to_url, return_when=concurrent.futures.ALL_COMPLETED)

    for future in returned_futures.done:
        url = future_to_url[future]
        try:
            data = future.result()
        except Exception as exc:
            print('%r generated an exception: %s' % (url, exc))
        else:
            print('%r page is %d bytes' % (url, len(data)))