The are many excel add-ins and plug-ins that can bring financial and economic data easily into an excel spreadsheet. Some of them are free and some of them require a subscription. If you are aware of any other free excel add-ins please let me know and I will add to the list. Here are some of the free excel add-ins available out there:
1) Yahoo!Finance excel add-in (click here)
This add-in makes it easy to download historical financial price data (for one or more instruments) into an excel spreadsheet for further analysis. You only need to input the ticker, start and end date, and preferred data frequency.
2) FRED Excel add-in (click here)
This the Federal Reserve Bank of St. Louis Economic Data (FRED) Add-in which provides access to over 150,000 macroeconomic data series.