What you're talking about is called screen scraping, so that'd be what you'd want to search for. I've always done it myself using some app I wrote, but there's probably free apps or websites to do it for you.
Screen scraping is brittle in that changes to the pages can easily confuse a screen scraper.
You could contact them to see if they could give you some kind of access to the data as well.
Also there's often licenses for data involved, so screen scraping it might be illegal (i.e. they might have a right to display it, but not to give it to someone else). So depending on what you want to use it for this might be an issue or not.
Also consider the load you'd put on a server.. if it's one request a day then that's probably not a big deal, but one a minute might be significant to them. Or setting up a script to go through and get historical data as fast as possible can overload or crash some sites; so try and space out historical requests over a long span.
Getting permission to use the data is a good idea, and might even result in you getting more data or easier access.
EDIT: With Excel, there's probably tutorials on how to use VBA in Excel to screen scrape data off of websites
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