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import numpy as np

import matplotlib.pyplot as plt

from matplotlib.widgets import MultiCursor

t = np.arange(0.0, 2.0, 0.01)

s1 = np.sin(2*np.pi*t)

s2 = np.sin(4*np.pi*t)

fig = plt.figure()

ax1 = fig.add_subplot(211)

ax1.plot(t, s1)

ax2 = fig.add_subplot(212, sharex=ax1)

ax2.plot(t, s2)

multi = MultiCursor(fig.canvas, (ax1, ax2), color='r', lw=1)

plt.show()