Solved by Aiman_Mutasem-bellh in post #6 
              
              
                Here is a solution : 
TEXT = Field(...)
imdb_train, imdb_test = IMDB.splits(text_field=TEXT, ...)
snli_train, snli_valid, snli_test = SNLI.splits(text_field=TEXT, ...)
TEXT.build_vocab(imdb_train, snli_train)