Extracting data from external source time out

Hello,

I am extracting roughly 2,500 different sets of data from the same main website but different variations. I have a VBA code that successfully connects a sample size, but when trying to do all 2,500 at once Excel will timeout and not be able to extract the data at all. Is there a way to extract one set of data end that connection and move to the next?

Here is the code.

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Thank you in advance.

Is there a better program for this task?