vba code for an index match functions across different workbooks - all open

Hi, I am new to vba. Can anyone help me with a vba code for an index match functions across different workbooks. I have tried recording a macro but since my data size is huge it is taking a lot of time. I want the macro to search for a value across 8 workbooks and stop when it finds its first match. I also need this operation to be repeated till the last row where data exists. please help. Thank you in advance for your consideration.