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.

Does order matter? Do the workbooks have multiple sheets?
Do you need to search all cells, or just specific columns?
Exact match or just if the cell contains a substring?
What do you want returned when the value is found?

Hi thanks for your quick response. Yes order does matter.Just specific columns in each workbook.Each workbook has multiple sheets. In the macro i would
want to define the sheet name in each workbook. Exact Match.When the value is found it paste the values and moves to the next row.(till the last row in which data is there.

workbook 1 workbook 2 workbook 3
alpha code alpha code alpha code
a 12 a 21 r 20
b 15 e 25 p 19
c 20 f 28 q 18


final workbook(workbook in which macro is inserted)
alpha code
b 15
c 20
r
f
t (if not found(mention "not found"))