How to plot to multiple windows in Gnuplot

On my Ubuntu, Gnuplot plots into a Qt window (terminal type qt) by default. Every invocation of the plot command redraws the contents of this single Qt window.

Sometimes, I need to plot two different data sets in two different windows, so that I can compare them side-by-side. To do this specify a window number, an integer starting from 0.

For example:

set terminal qt 0
plot("data_0.txt")

set terminal qt 1
plot("data_1.txt")

Tried with: Gnuplot 5.0 and Ubuntu 14.04