tf.train.string_input_producer

tf.train.string_input_producer(
    string_tensor,
    num_epochs=None,
    shuffle=True,
    seed=None,
    capacity=32,
    shared_name=None,
    name=None,
    cancel_op=None
)

filenames = [os.path.join(data_dir,'data_batch%d.bin' % i ) for i in xrange(1,6)]
filename_queue = tf.train.string_input_producer(filenames)