Don't seem to be able to do this, my friend has a USB full of tracks and we were supposed to go back to back tonight but we won't be able to use his tracks!
Currently you can't because the device has an export database. Your friends would need to create an external database, but even then, you'd still need to reboot rekordbox or change the database location preference in the settings.
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Why didn't you just import the tracks on his USB into a playlist in your music collection?
Because they lose all their cue points, grid alignment and analysis data.
This is the only issue I have with RBDJ. The lack of ability to play B2B when friends come over.