As your information is rather sketchy regarding the folder structure I'v assumed that there is a master folder where all the date folder is stored. In my macro I'v called this
"D:\a_abc\" so you will have to change that.
As I also don't know how your text file look like I've not added any code for extracting that data so you will need to add that as well. Macro assumes the start date is the first of the month. Macro loops through sub-folders "20170101" if start month is January to the stop date you have given. Max stop date for January is of course "20170131"
OOOOOOps I really messed up the code, my mind was thinking excel but you are importing txt files so I've modifies the last part of the code
This is what a code for importing txt files to excel should look like but as I said before as I'v not seen your txt file and don't know what you wish to import you will also need to modify the some of the settings in this part of the macro.
Alf
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