Function FileName() returns empty using Excel files - bug id QLIK-76421
Seems to be a issue since version 3.2.3
This is in reference to your case number - 01099753 Subject: Since 3.2.4 function filename() returns no data
If all the files are Excel files, then it is a know bug (bug id QLIK-76421). The bug is already solved internally and most probably will be available in the next service release.
Please confirm that you are talking solely about excel files. It should work fine with for instance qvd or txt files.
A workaround:
For Each File in FileList('[lib://Excel/Budget*.xlsx]')
BudgetData:
LOAD
Budget.
Date,
Subfield('$(File)', '\', SubstringCount('$(File)', '\') + 1) AS Filename
FROM [$(File)] (ooxml, embedded labels, table is Data);