You could put this in many ways:
Using Single Liners
import glob
# This can be further shortened, but will result in a less clear code.
# One quality of a pythonic code
# Gets file names and reads them.
data = [open(file).read() for file in glob.glob('*.txt')]
# each block of data has it's line split and is put
# into seperate arrays
# [['data1 - line1', 'data1 - line2'], ['data2 - line1',...]]
data = [block.splitlines() for block in data]
x = [] # for column-1
y = [] # for column-2
# takes each line within each file data
# splits it, and appends to x and y
data = [
        # this splits by the spaces
        # example line: -2000        data1
        # output  = ['-2000', 'data']
        x.append(line.split()[0]) or y.append(line.split()[1])
        # splits it, and appends to x and y
        for file_data in data for line in file_data
        # takes each line within each file data
        ]
Without Single Liners
import glob
x, y = [], []
# x : column 1
# y : column 2
# For each text file in dir
for file in glob.glob('*.txt'):
    # open the file
    with open(file) as _:
        # read and splitlines
        for line in _.read().splitlines():
            # split the columns
            line = line.split()
            # this splits by the spaces
            # example line: -2000        data1
            # output  = ['-2000', 'data']
            # append to lists
            x.append(line[0])
            y.append(line[1])
result:
print (x) # ['896.5000000000', '896.7500000000', '897.0000000000', '897.2500000000', '897.5000000000']
print (y) # ['0.8694710776', '0.7608314184', '0.6349069122', '0.5092121001', '0.3955858698']