Playing thirds, on the violin or on the fiddle, is an advanced technique. What is a third? It's a combination of two notes two steps apart. Either two whole steps or one whole plus one half step. The first case is a major third, the second a minor third.

There are three ways to make this combination in fiddle fingering.
1. The 2nd finger on the lower string and the adjacent higher string open.
2. The 3rd finger on the lower string and the 1st finger on the higher.
3. The 4th finger on the lower string and the 2nd finger on the higher.
Whether the fingers are in the normal, or high or low position, affects and alters the chord implied by the third.

If you have been using drones, you may have been playing thirds in passing. (Drones are open strings that are bowed along with the melody notes on an adjacent string.)

There are two choices in drones, the upper string droning or the lower. The lower string drone is easier to finger, easier to avoid blocking the vibration and sound of the lower string, the drone string.

When you use the upper string to drone, (very common in Cajun fiddling), you must curve your fingers carefully to avoid muffling the sound of the higher string by touching the open string even lightly with your active fingers.

Here's the difference between drones and thirds. If you play the 2nd finger with the higher open string and continue to the 3rd finger or the 1st, you are doing a drone effect.

If you play that same 2nd and open combination and move on to single notes, you just played a third. It's the context.

When you play the third with your 3rd finger on one string and the 1st finger on the higher, and in the normal position, you are playing a most useful combination for fiddling. You get a rich, fat fiddle sound when this third is in tune.

When you use this combo on the D and A strings you are in G. Sally Johnson starts with this. On the G and D you are in C. On the A and E you are in D.
This doesn't mean the whole tune is in that key, just the chord you are creating by your third sound.

You will hear fiddlers doing this more often than playing moving thirds. It's effective and not too hard to master.

The third made by the 4th finger on the lower string and the 2nd finger on the higher is a double stop third, also. It's obviously harder to do that the 3rd and 1st finger. The pinkie requires a lot of drill to be obedient to your plan.

Once mastered, it is just as useful as the previous. It's only drawback is, as I confess, the difficulty in getting it down.

The easiest moving third to use is in Orange Blossom Special. That in itself tells you something about the level of difficulty with this technique.

The train whistle effect uses a simple move down and back up of the 3rd-1st finger combo. You are on the D with your 3rd finger in the high position, and on the A with the 1st finger in normal. Now you move these fingers, in tandem, as a fixed unit, down a half step , then back up.

When they are down the half step, your 3rd finger is in the normal position and your 1st finger is in the low spot.

An extra move you can do is to "fall off" a bit after you move back to your original finger placement. That means you pull your fingers down again, but only a little, and just as you finish your bow stroke.

All that's the easy stuff. Next would be the more advanced use of moving thirds.