Connect data from hundreds of closed workbooks to one workbook

Dear Scientists,

I have a simple problem but I really can't find an elegant solution (not ctrl + c and ctrl v).

Workbook "2014 Sales.xlsx" must have 12 worksheets, one per month, which one must have 31 columns that gets data from workbooks 2014 01 01.xlsx; 2014 01 02.xlsx; 2014 01 03.xlsx;... and so on, as externals links. And I must say that, I can NOT work with 31 different workbooks all open at the same time!

I know that, there is no way to make INDIRECT (....) read from closed workbooks. Period.

Is there a simple way to make that work? Maybe by using =vlookup(....)...

I did a small example, but it gives you an idea.

Thanks and keep it easy, literally. 2014 01 01.xlsx2014 01 02.xlsx2014 01 03.xlsx2014 Sales.xlsx