The Double kettlebell snatch is an advanced movement that challenges the body's posterior chain and midsection big time.
Do not attempt this movement unless you have already mastered the single hand snatch, and have also been working double swings, cleans and presses on a regular basis.
This movement should be performed initially with light bells and low reps.
Do not go to muscle failure, you do not want to set yourself up for injury.
This video goes through a few progressions to follow when performing the double kettlebell snatch.