I am attempting to write an application for Excel that will retrieve
financial data from Commonwealth Securities (in Australia).

The process I have been following thus far has been to:
login to CommSec as normal
go to the financial data page for the company I am interested in
copy the entire page to clipboard

then,

I run a VBA macro that pastes the data from the clipboard into a new
worksheet, parses the data and displays it in the workbook for further
processing.

I could run a web query, but this means I have to login through the edit
web query window? Once logged in, I can run queries until the session
times out, then I must login again, by editing the web query.

What I would like to achieve is to be able to login to the website
through Excel, and run queries, automatically. Any ideas?

I hope this explanation is sufficient, for someone to be able to help me
in my endeavours.

Thanks in advance. Any help is appreciated.