Sub GetStock(ByVal stockSymbol As String, 
             ByVal StartDate As Date, ByVal EndDate As Date)
    
    Dim crumb               As String
    Dim cookie               As String
    Dim response               As String
    Dim strUrl As String
    Dim DownloadURL As String
    Dim period1, period2 As String
    Dim httpReq As WinHttp.WinHttpRequest
    Set httpReq = New WinHttp.WinHttpRequest
    
    Application.ScreenUpdating = False

    DownloadURL="https://finance.yahoo.com/lookup?s=" & stockSymbol
    With httpReq
        .Open "GET", DownloadURL, False
        .setRequestHeader "Content-Type", 
                  "application/x-www-form-urlencoded;charset=UTF-8"
        .send
        .waitForResponse
        response = .responseText
        cookie = Split(.getResponseHeader("Set-Cookie"), ";")(0)
    End With

    period1 = (StartDate - DateValue("January 1, 1970")) * 86400
    period2 = (EndDate - DateValue("January 1, 1970")) * 86400
    
    Dim counter As Long
    Dim startCounter As Long
    Dim result As String
    
    crumb = Chr(34) & "CrumbStore" & Chr(34) & ":{" 
            & Chr(34) & "crumb" & Chr(34) & ":" & Chr(34)
    startCounter = InStr(response, crumb) + Len(crumb)
    While Mid(response, startCounter, 1) <> Chr(34)
        result = result & Mid(response, startCounter, 1)
        startCounter = startCounter + 1
    Wend
    crumb = result
    DownloadURL="https://query1.finance.yahoo.com/v7/finance/download/" 
                &stockSymbol & "?period1=" & period1 & "&period2=" 
                &period2 & "&interval=1d&events=history&crumb=" & crumb

    With httpReq
        .Open "GET", DownloadURL, False
        .setRequestHeader "Cookie", cookie
        .send
        .waitForResponse
        dataResult = .responseText
    End With
    
    dataResult = Replace(dataResult, ",", vbTab)

    Dim dataObj As New DataObject
    dataObj.SetText dataResult
    dataObj.PutInClipboard
            
    Set currentWorksheet = ThisWorkbook.ActiveSheet
    Set currentRange = currentWorksheet.Range("A1")
    dataObj.GetFromClipboard
    currentRange.PasteSpecial
    
    ActiveWindow.SmallScroll Down:=-12
    Columns("A:A").TextToColumns Destination:=Range("A1"), _ 
        DataType:=xlDelimited, _
        TextQualifier:=xlDoubleQuote,ConsecutiveDelimiter:=False,_
        Tab:=True, _
        Semicolon:=False, Comma:=True, Space:=False, _
        Other:=False, FieldInfo _
        :=Array(Array(1, 1),Array(2, 1),Array(3, 1),Array(4, 1),_ 
        Array(5, 1), Array(6, 1), Array(7, 1))
    Columns("A:F").EntireColumn.AutoFit
    Range("A1").Select
    
    Application.ScreenUpdating = True

End Sub

Sub Download()
     Call GetStock("BAC", "01/01/2017", "06/21/2017")
End Sub

    DownloadURL = "https://query1.finance.yahoo.com/v7/finance/download/" 
                  & stockSymbol & "?period1=" & period1 & "&period2=" 
                  & period2 & "&interval=1d&events=history&crumb=" 
                  & crumb
    With httpReq
        .Open "GET", DownloadURL, False
        .setRequestHeader "Cookie", cookie
        .send
        .waitForResponse
        dataResult = .responseText
    End With

• stockSymbol is the variable containing a stock symbol such as “BAC”.
• period1 and period2 specifies the start date and end date to download data.
• The “cookie” and “crumb” (extracted from response) required is extracted with the following VBA codes.

    DownloadURL="https://finance.yahoo.com/lookup?s="&stockSymbol
    With httpReq
        .Open "GET", DownloadURL, False
        .setRequestHeader "Content-Type", 
		"application/x-www-form-urlencoded; charset=UTF-8"
        .send
        .waitForResponse
        response = .responseText
        cookie = Split(.getResponseHeader("Set-Cookie"), ";")(0)
    End With