PrachiShah I think one of your files might have some data which is not in the correct format
the easiest way (possibly a little time taking) to check this would be to try and run the connector with one file at a time
so you start with only one file in the folder and run the connector to see if it merges
if the above is successful you add the 2nd file into the folder and run the connector again to see if it merges the 2 files
if the above is successful you add the 3rd file and continue the process
the point at which the connector fails will indicate which CSV file is causing the problem
hope this helps