Austin H. answered 5d
I am not familiar with SSRS 2005 but there are some work arounds in excel, the best method I know is to use power query. First thing is to store all of the excel files into the same folder. Next you will need a new workbook that you will actually work in. In the new workbook go to the DATA tab. you should see a selection that says GET DATA. You then need to select FROM FILE and then FROM FOLDER. Lastly select COMBINE & LOAD. This should combine the data for all of the workbooks you've selected. While doing this be careful that all of your data is formatted in the same way because if it is not you will have to do additional steps in power query to get everything to line up. I have also had this method work for CSV files. If you do not need the range of excel functions to process the data I would also recommend using PowerBI as an alternative tool.