No. of Recommendations: 5
Years (many) ago when I was into Mechanical Investing I grabbed data from all kinds of free sources (Multex, Yahoo and many others whose names I forgot) with a technique that always works: WSH, the "Windows Scripting Host", and therein the "SendKeys" method, programmatically simulating keystrokes.
All that is required is to have the data you want to grab on screen in a webpage. Then your program sends the keystrokes you would manually use to select, copy and paste into an Excel sheet one after another the data blocks you are interested in.
Downside: It works only until the layout of one of those webpages is changed. Then you have to adapt your program to the new design = if lucky only to the new location of the same data. That's regularly highly frustrating and a lot of work, but this technique works with every webpage.