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Querying large volumes of data with PowerQuery

I am using Get Data > From File > From Folder. The target folder has 96 Excel files in it. Each file may have hundreds or thousands of rows of data. I am using Combine & Transform Data. This takes forever to run. When it finally ends I get the attached error message (see picture).

Also, I have seen this error. What does this mean?

[Expression.Error] The key didn't match any rows in the table.

What is meant by this? What key?
 

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There are number of cases. One of the typical cause, since you are querying file in a folder is likely source workbook structure change that's causing this error.

If someone made change to the file in the folder, and sheet, table, or other object used in query is no longer present or changed name. It would cause this error.
 
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