Research of collecting financial data from internet

A web data grabbing method applied in a software on financial data collecting is introduced.In this method,the XMLHTTP object of Microsoft MSXML component is used to obtain the text of web pages.The text that is ready for extraction are divided into 3 layers: data block,data line and data field,extracting layer by layer.7 different identification flags are suggested to identify the data parts to extract for each layer.In order to flexibly and conveniently obtain desired data,regular expressions are applied.Finally,to verify the method,a case analysis to collect data from financial webpages of Sina corporation is introduced,and a simplified VBA source program is provided as an instance.The result confirm its efficiency and convenience using it to collect exemplificative data for financial research.