Your description is too vague to be certain, but I guess that you should add a loop to iterate over your data files (I assume you mean data files when you say "data scripts") to the Perl script you have written, rather than writing a separate shell script.

Can you turn your current script into a subroutine and call it once for each data file?

Assuming your "data scripts" are files with extension '.dat' and you put your current script into a subroutine named process_data, maybe you could iterate over your data files with something like:

foreach my $file (glob('*.dat')) {
    process_data($file);
}
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