Need a multistep macro, please help

[marlz]

I tried this with the macro recorder and I think it was too inefficient to be used, because it eventually gave me the range error.

I currently have a link in my sheet that dumps in a large amount of data (several thousand rows) into a sheet. I need to be able to separate certain data from each other in the sheet. The different groups are listed below:
1. A group that included the word "ERCOT" in the first column and "Financial Natural Gas" in the 4th column.
2. A group that included the word "PJM" in the first column and "Power" in the 4th column.
3. A group that included the word "ERCOT" in the first column and "Power" in the 4th column.

I need all 3 of these groups to dump into 3 different sheets in the same workbook. This would be a great help to me on my project at work. Thank you

[JBeaucaire]

1,2,3 dumped where?

[marlz]

Just into 3 separate worksheets.