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I'm not sure CDS will help much here, as the data import process will only work off the contents of the file, and there's no direct way to link the records to the filename (which you'd need to populate the column with the date filename.
I'd otherwise use either of these approaches:
PowerQuery can get all the data from files in a folder (and dataflows use powerquery) but it doesn't show the file name
https://www.myonlinetraininghub.com/power-query-get-files-from-a-folder
You could add the filename as a column in the spreadsheet.
see alos https://community.powerbi.com/t5/Desktop/Import-Excel-files-from-Folder-automatically-for-every-month/td-p/164587
Hi @SwingeyP,
Do you want to load the combined spreadsheets into CDS? If so, you can use out-of-the-box Dataflows
with the Excel connector to extract, transform, create the entity and load the data or load the data into an existing entity in CDS. At the transform step you can combine the two spreadsheets.
More on Dataflows: https://docs.microsoft.com/en-us/powerapps/maker/common-data-service/create-and-use-dataflows
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