I'd use a formula:

=hyperlink("http://www.amex.com/amextrader/tradingData/data/RegSHO/daily/AMEXth"
& text(today(),"yyyymmdd")&".txt","Click me")

wrote:

I have to get info from the internet everyday. It is posted on the
web in the form of text lists on a webpages

Example:
http://www.amex.com/amextrader/tradi...th20080421.txt

The address changes every day to account for changes in the list. The
variable in the hyperlink is the date ie "20080421".

What is the best way to have the hyperlink change to access the most
current data using "from web" in Excel?

Thanks,

Dan

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Dave Peterson