Do you ever receive multiple datasets from a colleague and you need to merge them together? I downloaded historical ASX data from a website which had the ASX data saved in zip files stored as txt files for each day. As the data was only for weekdays on which the ASX was open, that meant that there were about 250 files per year. To convert these form .csv into a workable format would be very slow. Since I had 15 years worth of data, that is about 3750 files!
To merge these into a single common merged file I simply used Stat/transfer to read and merge the files into the format that I wanted. Using the Stat/Transfer Run Program tab I was able to run this program to create a single large dataset from the thousands of small datasets that I had. It took about 5 minutes to run, but that was much faster than the daunting task of manually reading and appending thousands of file.