The current work presents a parallel formulation using the MPI protocol for an adaptive high order finite difference scheme to solve 2D conservation laws. Adaptivity is achieved at each time iteration by the application of an interpolating wavelet transform in each space dimension. High order approximations for the numerical fluxes are computed by ENO and WENO schemes. Since time evolution is made by a TVD Runge-Kutta space splitting scheme, the problem is naturally suitable for parallelization. Numerical simulations and speedup results are presented for Euler equations in gas dynamics problems.