Firstly, you would likely get more assistance if you tackled this 'project' one step at a time, as that would also allow you to explain in more detail each section.
Anyhoo, this sounds quite like what I do for a similar game I play online, so lets see...

Step1
So you have a directory that has, for example;

Heimatar-Tritanium-2009.07.02 133353.txt
Heimatar-Tritanium-2009.07.03 133353.txt
SomeWhereElse-SomethingElse-2009.07.02 133353.txt
SomeWhereElse-Tritanium-2009.07.02 133353.txt
Heimatar-SomethingElse-2009.07.02 133353.txt
Heimatar-Tritanium-2009.07.04 133353.txt

So you want to find the file that has the most recent date for "Heimatar-Tritanium"?
How do you get this where-and-what text, (in this case "Heimatar-Tritanium"). Are you wanting to put that in via an inputbox, or should the macro work on every item and every place, and construct this where-and-what text itself?

Step2
Ok, so now we have the most recent file. We can open it as a comma delimeted text file, but then what?
You want to find the cheapest price that is in this file where the qty is greater than or equal to a certain value? If so, where does this comparison value come from? Should the macro prompt you for it, or is it going to be on a spreadsheet somewhere?

So we work through all the files, and we get the cheapest price for each item at each location where the qty is greater than a particular value, then what?

After that, I need to be able to combine all of the cheapest sale prices for each item, with a minimum amount for sale (differs per item), while also being limited to location the item is being sold at, into a single sheet of the important information I wanted to extract in the first place.
Do you just then want the information put onto a single sheet?

As the input data is quite complex it might be worth you uploading a zip file with quite a few input files in it too.