Eliminate double import of same file in macro

Hi everyone,
i am importing a text file into my master excel database using macro, i want to eliminate the double / duplicate imports of same file, meaning, file contains monthly data, i want to make sure that if one time data has been imported, second time macro should not import the same data. HELP please.

Thanks a lot for prompt reply, i am new to vba macros and didnt actually get what you said, i am recording a macro that will first open text file in excel, do text to column function and append the data from this sheet to master excel database, so basically, what my check is if the data already imported formatted from text file it should not append second time.

hope its clear and waiting for a simple solution.