ATL / WTL / STL

// CWinApp derived class header file
#define WMU_NEWDATA   WM_APP + 0

#typedef std::queue<CMyDataClass> DataQueue;

class CMyApp : public CWinApp
{
...
DataQueue InputQueue;
...
};

extern CMyApp theApp

// Data gathering thread cpp file
...
CMyDataClass InputData;
...
// fill with data
...
theApp.InputQueue.push(InputData);
theApp.m_pMainWnd->PostMessage(WMU_NEWDATA, 0, 0);
...

// Main Window cpp file
LRESULT CMainFrame::OnNewData(WPARAM, LPARAM)
{
   while (!theApp.InputQueue.empty())
   {
      CMyDataClass NewData = theApp.InputQueue.front();
      theApp.InputQueue.pop();
      // do stuff with the data
   }
}