Master Data Sequence load

Hi guys i 've load data to an infocube and i have a lot blank records, i've read that this is because the master data not was loaded or loaded after transactional data, but my infocube have a lot of characteristics that have master data, is necesary to load every one before load tha trasactional data or there´s a way to load all the master data in one step instead of one by one?

I hope that somebody could help with this

Regards...