Jim Roseberry
A USB Thumb drive is nowhere near the speed of a USB3 HD.
Some are. The Sandisk Extreme USB 3.0 drives are faster than 7200RPM HDDs, and are roughly as fast as old SATA-2 SSDs. They get in the realm of 250MB/sec read and 190MB/sec write in my testing. Low latency too (as you'd expect from flash). They have a new one, the Extreme Pro that is supposedly even faster.
We use them a lot at work and the limiting factor is always the magnetic drive in the computer.
If you need a fast drive for moving files around, they are wonderful.
That said, I don't know how good they'd be for sampled data because I haven't checked on their overhead. I think they use BOT rather than UASP so they may put more overhead on the CPU than a drive dock that knows how to do UASP.