Recorded a Macro to Import a File in Google Sheets

I'm able to import a file from my disk using "File Import".
I tried to do the process while recording a macro.I did "File", "Import", then chose "Upload new file" and picked something like "C:\mydir\CurrentPriceFile.csv".

While recording it seemed to work, but playback does nothing.

The macro it recorded only shows this:

/** @OnlyCurrentDoc */function ImportCurrentPricesFile() {  var spreadsheet = SpreadsheetApp.getActive();  spreadsheet.getRange('K4').activate();};

Is it not possible for it to record the "File Import"?

What alternatives do I have? I saw somewhere else that I could probably use "=importData()" but then I have to put the file on a webserver.