More info. If I change the '^' character in the url to '%5E', I can manually import the data onto the worksheet using the Data/Import External Data/Edit Query. So it's the '^' that seems to be causing a problem. That's in fact what the Yahoo server does when it returns the data. You can see this in the address box. Problem is even if I change the '^' to '%5E' in the url, my VBA procedure is still not working.