Conversation so far:
Who was the E Family?
The E.
Family consisting of Pete Escovedo, Peter Michael Escovedo III, Juan Escovedo, and Sheila.
Where did they perform together?
Sheila E.
and the E Family Band performed at Rhythm on the Vine at Gainey Vineyard in Santa Ynez, California.
Did they release any singles together?
Sheila E.'s first song in the country market was "Glorious Train".

Question: Did they tour together?
Self-contained rewrite: Did Sheila E. and the E Family Band tour together?