I would copy the values from the second workbook to the bottom of the first, and use
Data / Remove Duplicates
using just that one column. Here's a macro based on column A, with the workbook for the unique list holding the code, and the other workbook active:
Sub Macro1()
With ActiveWorkbook.Worksheets(1)
.Range("A2", .Cells(.Rows.Count, "A").End(xlUp)).Copy
End With
With ThisWorkbook.Worksheets(1)
.Cells(.Rows.Count, "A").End(xlUp)(2).PasteSpecial xlPasteValues
.Range("$A$1", .Cells(.Rows.Count, "A").End(xlUp)).RemoveDuplicates Columns:=1, Header:=xlYes
End With
End Sub
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