Place all the files in the same dir and loop through them, like this:

Code
function convert_to_history(string filename)
{
	string InName = strf("D:\\Quotes\\Brasil\\DI\\%s",filename);
	if(!InName) return quit("No file"); 
	int Records = dataParse(1,Format,InName);
	printf("\n%d lines read",Records);

	string OutName = strx(InName,".csv",".t6");
	if(Records) dataSave(1,OutName);
	printf("\n%s",OutName);		
	
}

function main()
{
	Verbose = 7;
	  string file = file_next("D:\\Quotes\\Brasil\\DI\\*.csv"); // DIR WHERE THE FILES ARE
	while(true)
	{
		
		convert_to_history(file);
		dataNew(1,0,0);
		file = file_next(0);
		if(file == 0 || file == "0")
			break;

		

	}
	quit("done");

}