You don't need to switch workbooks. Your code would be in the master workbook, so you open the new book and leave it active, then run this macro (amend it to suit) from master workbook by using the Tools menu >-Macros
Option Explicit
Sub grabData()
    Dim SourceWb As Workbook

    Set SourceWb = ActiveWorkbook

    SourceWb.UsedRange.Copy ThisWorkbook.Sheets.Cells(1, 1)
    SourceWb.Close False
End Sub