Script Error while trying to import Web data

Hello,
My name is Eitan Halperin and I'm new comming to the forum.
I'm using Excel 19 PRO.
There is an Icon in the Dtat menu to import data from Web URL.
I'm getting "Script Error" while trying to import data for example from Yahoo Finnace.
It seems as a known problem but no matter what I do I can't resolve the issue.
Need your help please
Thanks in advance

post a screenshot of the error message and the window you see on the screen when it happens.