Hello all!

I'm looking for an automated task to download data from this website: Contratti Intraday di Atlantia - Borsa Italiana
As you can see any stock has multiple page and I'd like to get all infos in one single sheet. And I'd like to repeat this task for every stock in my watchlist.


Until now, I follow these steps:
1) a webquery (let me take this stock Contratti Intraday di Atlantia - Borsa Italiana, for example);
2) I select the table and this is downloaded properly in sheet1;
3) then I apply this macro 
Sub getTables()
Dim Dest As String, myRoot As String, I As Long, myRan As Range


Dest = "Foglio3"        '<< Il foglio dove sara' creato l' elenco
aaa = Selection.CurrentRegion.Address


myRoot = "URL;http://www.borsaitaliana.it/borsa/azioni/contratti.html?isin=IT0003506190&lang=it&page="
With Range("A1").QueryTable
    For I = 0 To 1000
        .Connection = myRoot & I
        .Refresh BackgroundQuery:=False
        Set myRan = Range(Range("A2"), Range("E2").End(xlDown))
        myRan.Copy Destination:=Sheets(Dest).Cells(Rows.Count, 1).End(xlUp).Offset(1, 0)
        If myRan.Rows.Count < 20 Then Exit For
        DoEvents
    Next I
End With
'
End Sub
to download the following pages;
4) I get all the data I want in sheet3;
5) I repeat the previous steps for each stock I am interested;


Now I'd love to implement an efficent way (Is it possible with only one shot?) to get what I want.
I'm trying to reach that goal but I get no results.
So I need your precious help!

I repeat what I'd like to get:
a macro that downloads the data for N ISIN (=N stocks), and for each ISIN creates one sheet (one file with N sheets).
The number N of stocks is fixed and doesn't change in time. So I could list the stocks in the first sheet or directly into the macro.


Thanks in advance for your help