First of all make sure all of your columns have consistent names then simply open all of your files and use the Tables>Concatenate capability in JMP. I renamed your columns A, B, C, D, E, F to simplify and then just concatenated them in order using the dialog box test1, test2, test3, test4, test5 and obtained a combined table with all of your 1,035,487 records. I also checked the feature to add a column for the source as well as the maintain column formulas.