Back in February 2004, I wrote a section in the Universal Thread magazine entitled "Using XMLHTTP with Visual FoxPro". One of the examples is to extract delayed quotes from the Yahoo stock quote web page and load them into a VFP table.
I believe this is what you are trying to accomplish. If so, check out this link for more info:
http://www.utmag.com/wconnect/wc.dll?9,7,10,,593>Hi all
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>The daily stock market figures are available in CSV or DBF formats.
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>What will be the advise, to either leave them in the formats they already are or to append them to a table/dbc created for this purpose.
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>If we do leave them as-is then is it possible to gather on the fly data from such various sources for analysis?