After reading this post, where you describe your situation in detail, I'm more convinced that an extraction and loading tool, such as Data Junction is the way to go.

For example, you could create a project in DJ ( a project is basically multiple file export/import steps ) and have a scheduler run that at nite. DJ can read/write just about any type of file imaginable, so you can create DBFs. Then you could have VFP run unattended to massage the newly downloaded data to get it into your system.