I am currently using the below code to import 6,000 csv files (with headers) and export them into a single csv file (with a single header row).
#import csv f
Here's a simpler approach - you can use pandas (though I am not sure how it will help with RAM usage)-
import pandas as pd
import glob
path =r'data/US/market/merged_data'
allFiles = glob.glob(path + "/*.csv")
stockstats_data = pd.DataFrame()
list_ = []
for file_ in allFiles:
df = pd.read_csv(file_)
stockstats_data = pd.concat((df, stockstats_data), axis=0)