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Default Macro for updating the filename along with data

Hi All Excel Gurus

I have a macro, to copy data from several files to my master workbook.

However, the data is of similar nature in all those workbooks, so it becomes difficult for me to identify the file from which data has been copied from.

Is there a way, that when the data is being pasted in master workbook, in coloum A of all rows which have been copied reflects the full filename?

Any help in this would be highly appreciable.
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Gaurav
 
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