Build a macro or script that can pull specific data from Excel or CSV workbooks and paste that data into other sheets or workbooks

We are a financial and securities firm. We are building an options trading model and need to test that model using historical options pricing. We have 3 years' of historical data on all Options relating to a specific stock index. Each day's pricing for every Option relating to that index resides in a separate CSV workbook (single sheet). For the specific Options that our model identifies (each Option is identified by Option type (Call or Put), Expiration date and Strike Price) we need to pull the daily Option prices for a handful of consecutive dates. This means pulling data from different workbooks or pasting several of the separate CSV workbooks into one sheet or workbook, and pasting it into an analysis sheet or workbook. This is made more difficult because each CSV file (each day's file) is 7000 rows and each contains only 6 or 7 relevant rows out of 7000. The macro or script will need to look at the Analysis sheet to identify the expiration and Strike price and then go to the relevant CSV file(s) and find the right row etc.