Combine files in one

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Currently I am in this directory-

/data/real/test

When I do ls -lt at the command prompt. I get like below something-

REALTIME_235000.dat.gz
REALTIME_234800.dat.gz
REALTIME_234600.dat.gz
REALTIME_234400.dat.gz
REALTIME_234200.dat.gz

How can I consolidate the above five dat.gz files into one dat.gz file in Unix without any data loss. I am new to Unix and I am not sure on this. Can anyone help me on this?

Update:-

I am not sure which is the best way whether I should unzip each of the five file then combine into one? Or combine all those five dat.gz into one dat.gz?

2 Answers
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