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Wrox Excel 2003 VBA: Programmer's Reference
Pages 603-605: 'Parsing Web Pages for Specific Information'
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This is just to get you started. Web querying cannot be covered with just one or two general-idea answers to a general-idea question.
Do you have any code to show? It would be preferable if the code was yours, so that you can explain what you're trying to do.
How to get Live data from a web_page
Linear Mode
