Database Creation and Scrubbing

I need a moderate amount of data points gathered from a publicly available source and then scrubbed to only show the data from the specifics days I am interested in.

I need the daily closing price (data available for download for free via Yahoo Finance as an excel spreadsheet) of 500 stocks added into an excel file, this data then refined to only show the the one day per month I’m interested in and then a master file created with this data input for each of the stocks.

Currently I download the daily price data to an excel sheet from yahoo finance. It will have the price for EVERY day for the last 15 years. I then run an excel formula on this data to seperate out only the days I want (example: 1st trading day of each new month) and once I have this for a stock I then input that data into a master sheet and over time I will fill it up with all 500 stocks. It takes me roughly 6-8 minutes per stock.

I can provide the full process of how I do it (excel sheets, formulas and a video tutorial showing one example from start to finish), but i’d be more hopefuly that someone with more database and excel experience could speed up the whole process with an improved method compared to how I do it. There would still be anywhere from 30 hours – 60 hours work involved. Once you get your process tied down (or use mine) it’s very easy work, but a little tedious.

Accuracy is highly important, I will need to carry out randomised sample tests after the data is submitted.