Sub Get_page(conn)
    With ActiveSheet.QueryTables.Add(Connection:=conn,
Destination:=ActiveCell)
        .Name = "HKEX stock lots"
        .FieldNames = True
        .RowNumbers = False
        .FillAdjacentFormulas = False
        .PreserveFormatting = False
        .RefreshOnFileOpen = False
        .BackgroundQuery = False
        .RefreshStyle = xlInsertDeleteCells
        .SavePassword = False
        .SaveData = True
        .AdjustColumnWidth = False
        .RefreshPeriod = 0
'        .QueryType = xlWebQuery
        .WebSelectionType = xlSpecifiedTables
        .WebTables = "4"
        .WebFormatting = xlNone
        .Refresh
    End With
End Sub

I called Get_page with
Get_page("URL;http://www.hkex.com.hk/tradinfo/stockcode/eisdgemw.htm"). But
it failed to import the table I want. Instead, it insert the whole page into
ActiveCell. I commented the ".QueryType=xlWebQuery" because it failed with
invalid argument or parameter.

I tried to import by handle instead of the macro. I use Date - Import
External Data - New Web Query - put the url in Address - Go - the page
displayed - I select the table I want - Import. - OK. But it failed with
"File cannot be opened because Reference to undefined entity 'nbsp' Line 14,
Position 568". The table does have some   text in some of its cells
which is standard HTML.