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VBA-Web
VBA-Web: Connect VBA, Excel, Access, and Office for Windows and Mac to web services and the web
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
Power query may or may not be suitable depending on the way that the API needs to be queried. VBA could also work but doesn't have great libraries available for working with standard web content. You could look at 3rd party VBA library like https://github.com/VBA-tools/VBA-Web .
NOTE:
The number of mentions on this list indicates mentions on common posts plus user suggested alternatives.
Hence, a higher number means a more popular project.