Consolidating Historical Futures Data


I have downloaded some free historical futures data from the internet in the form of several text files (.txt) Each file relates to an historical futures contract. What I would like to do is consolidate these files so that I have a continuous stream of data over several years so thatI can do some backtesting. I can do the consolidation manually, but it involves a lot of copy and paste. Can anyone help me? I guess it may be possible to write a little program to achieve my aim, but all computer languages are Greek to me

Here hoping.....
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