AFAIR, can't be sure, but think it's Import - From Web
and you enter the URL at the top, the page
appears, with triangles, and you can also
click on links to drill down. Then you click
on the triangle that relates to the data you want,
it changes colour,
then hit Import at the bottom of the page, and
then select if you want the data in a separate
worksheet
What I really needed was an API for the site,
but not many sites have API's, and if it is
data of any commercial value they want payment
for the API.
It took several steps to import the data, it
appeared in a separate worksheet, but
parsing out the specific data I wanted a far from
simple task.
It would all have been too slow.