If it's a file excel recignises then workbooks.open will do it. The you just need a simple loop and some error handling.

Something like:

[vba]
dim i as long
dim d as date
dim wb as workbook
d=dateserial(2005,11,1)
on error goto next_wb
for i=0 to Clng(Date-d)
set wb=workbooks.open("http://market.rfb.lv/index.php?pg=d...date=" & format(d+i,"yyyy-mm-dd"))
wb.saveas "C:\" & format(d+i,"yyyymmdd") & ".txt"
wb.close false
next_wb:
next i
[/vba]