save many .npz files in a single big .npz file

Question

i have many(nearly 10000000) .npz files(for example: file1.npz,file2.npz.....file10000000.npz) in a directory. Each of the .npz files contain two variables a and b where a and b contain array data.Now i want to arrange and save all .npz files into a single big .npz file and later i want to read one by one .npz file from the big .npz file.

i tried the code below but i am not getting idea on solving the above problem.I hope some help i will get from the experts.

path=glob.glob('home/lijun/data/*.npz')
for npz files in path:
    np.vstack(npz)