We consider the problem of computing a relational query $q$ on a large input database of size $n$, using a large number $p$ of servers. The computation is performed in rounds, and each server can receive only $O(n/p^{1-\varepsilon})$ bits of data, where $\varepsilon \in [0,1]$ is a parameter that controls replication. We examine how many global communication steps are needed to compute $q$. We establish both lower and upper bounds, in two settings. For a single round of communication, we give lower bounds in the strongest possible model, where arbitrary bits may be exchanged; we show that any algorithm requires $\varepsilon \geq 1-1/τ^*$, where $τ^*$ is the fractional vertex cover of the hypergraph of $q$. We also give an algorithm that matches the lower bound for a specific class of databases. For multiple rounds of communication, we present lower bounds in a model where routing decisions for a tuple are tuple-based. We show that for the class of tree-like queries there exists a tradeoff between the number of rounds and the space exponent $\varepsilon$. The lower bounds for multiple rounds are the first of their kind. Our results also imply that transitive closure cannot be computed in O(1) rounds of communication.