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I've attached something that might help give you some ideas? Without knowing more about how you want to interact with the individual files, it's hard to tell at what precise point the iteration should happen etc. But maybe some of this will help (or maybe you are already doing this and it's timing the calculations that's the issue?)
The idea is this: process each file through a batch macro. First step, rename the fields with numbers and extract the original field names. Add a "type" field to distinguish between header rows (extracted original field names) and body rows (content). Then union everything together. If you need to do different calculations based on the file, you could add a "file name" field in the batch macro and do the processing after unioning all the files together.