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Scraping web data

I want to download data which is spread out over several web addresses (www.website.com/id=1 etc), which cannot be exported to CSV - is there a way to download this data over several thousand URLs into Excel automatically overnight? I can use a regular web query to download the data from one page but not from more than one because it will time out.

Can I use the InternetExplorer.Application method?

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