Importing data from one Excel file to another

I'm pulling data from another system into an Excel-file and this is done dynamically so the Excel file is updated automatically. Then I have another Excel file which also works dynamically. Currently I have a third file which pulls data from two others. What I'd like to do is to have these two files merged into one, so that I would only have one Excel-file to work with. I have tried Import External Data-option and things work out well as long as I have all the three files open but as soon as I close these two "sub-files" the data cannot be delivered anymore to the third file. So it seems that every time I need to open all three files. Is there a way to merge these two "sub-files" into one for example so that one would be another's sheet or does anyone have a better suggestion?

Thank you in advance for any advice.

Hi and welcome to the board
Ron de Bruin has some macro's here under Copy/Merge... examples