unix - access multiple files through a symbolic link -

i working multiple large data files need concatenate input program. unfortunately program doesn't take stdin input. option concatenate multiple files , give new file input program, (temporarily) require lot of disk space, searching more elegant option. there unix way create link or file not include whole dataset, rather transparently redirect concatenation of input files? help!

i think got work wished:

mkfifo my_pipe cat file1 file2 > my_pipe & my_program my_pipe rm my_pipe 

thanks tips!