As the title states, I am in need of help creating a simple system which reads multiple files (Of which there are quite a lot meaning VBA will need to be used) and collating the information from these into a single workbook for analysis please. I never used VBA for this sort of thing before so I am a complete beginner. If anybody fancies a challenge, please read on!

I have extracted some free data from a sports trading platform (BetFair) and it has downloaded a folder named 'data (2)'. Inside this folder is 4343 .bz2 files. It is worth noting at this point, I will need to use this system multiple times not just once and 4,343 files is by no means a large number with this sort of data. I assume this system will need to call a programme such as 7zip which is completely out of my depths thus my asking for help.

Each .bz2 file is formatted the same, below is a link to the data specification. I'm trying to get each value to have a column of it's own and then each file read will have it's own row.

https://historicdata.betfair.com/Bet...cification.pdf

I have no idea how big of a job this is nor where to start. I enjoy learning and this looked like a completely new challenge so if anybody can get me started please, that would be much appreciated!

PercivalP