I want to fetch data from consumerfinance.gov and import it into an Excel spreadsheet. Any ideas on how to accomplish this?
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Why don't you try out our OData API, which would allow you to consume those datasets directly within Excel without needing to write any VBA at all?
Edited: All right, since it sounds like OData isn't an option, how about a Web Query? You can us the CSV export (Export -> Download -> CSV) or the CSV format from SODA and I think that'd still work in 2007.

chrismetcalf
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Thank you for your support! Actually we are using office 2007, so there is no option for ODATA connection. I tried it in Tableau but was very slow as when we launch it data get started download. That's why I want to VBA to pull specific dataset. Plz help me out... – user5355450 Sep 22 '15 at 16:41
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Edited my previous answer. I think Web Queries might be your solution. – chrismetcalf Sep 22 '15 at 18:06