Exporting an Vray Animated Proxy from a sequence mesh file

[Sbrusse]

Hi guys,
I have an animated sequence mesh, meaning I have one static mesh per frame of an animation.
I would like to condense/merge them all and export an animated Vray Proxy.
I can name them correctly like frame 0 have my mesh called mesh_0000 and frame 1 mesh_0001 etc
Working in max but hopefully this could be done outside of max as well through command line maybe ?

Thanks
Stan