I have set up a query using VBA in Excel(2007) to download data from Yahoo finance. When submitting consecutive queries to Yahoo, I find that Yahoo will, after about 20 queries, start to require a re-poll or re-query of the data in order to get the system to respond. It is as though someone put an obstruction in the highway and the cars are starting to slow down or get congested. If I wait about 10 minutes and continue the polling, the system is flowing freely again. In my code, I have placed such a waiting device to mitigate what I refer to as data queuing overload.
I am wondering if my code could be modified in order to eliminate the queuing and allow the process to complete in 5 minutes instead of 2 hours.
Some of my thoughts include using a different downloading strategy, or using some query commands that I am unfamiliar with, etc.
If anyone has any ideas, I will be glad to post my code so you can take a look.
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