At the moment I have several worksheets all with the same column headings in
the same file. I would like to consolidate this information into a new book
file making sure I have the option to refresh the data in the new book to
keep the data up to date from the first lot of worksheets.

Does anyone know how to do this? Help would be much appreciated.

At the moment I can import these worksheets seperately but this does not
allow to to filter the information as a whole, as is my primary objective.