Q: I am using DHI2mseed.jar to request data from IRIS. For some stations (e.g. UALR of NM network), each miniSEED data file lasts only about a few minutes. Can we combine them as one miniSEED file as continuous data?
A: Yes, miniSEED files can be combined simply by 'cat'ing them together assuming you have a Unix-like environment this is a very simple thing to do.
$ cat mseed1 mseed2 mseed3 > mseedall
Keep in mind that not all miniSEED reading programs can handle files with many different channels in them (referred to as "multiplexed" data).