What is the best way to access a large volume of data stored in one workbook, from a number of different workbooks? I am comfortable employing macros. But I don't want to copy the data source as a sheet into the different workbooks where it is to be accessed.

I imagine retreiving the data (which essentially forms a 2D array), from a single user defined worksheet function in the different workbooks. I want to know how to get a worksheet function to open the source workbook, find the required data, close the source workbook and return the required data effeciently. Perhaps it doesn't even need to be opened?

Appreciate your thoughts.