How can I direct datafeed to Excel spreadsheet?

[uhomeuhome]

I would like to have data to test my strategy.

There are lots a data flying over different website, but it would be tedious, if not impossible, to copy data one by one to Excel for analysis. Is there any better way to get things done?

 

[HowardCohodas]

The ThinkOrSwim desktop platform provides a hot link from ToS to Excel as well as Calc and has a DDE help item in their menu.

Perhaps other desktop platforms have similar facilities.