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Better solution
After spending a day on trying to get around this, this is what I've learned.

When Excel executes a web query, it stores the query in the 'internet temporary files' folder. If the queries are of a certain type and too many accumulate in the folder, the 'file could not be accessed' error starts appearing.

Because this folder is 'special' i.e. a virtual folder, it is next to impossible to clear it out programatically. So you have two alternatives that work for me. The first is to manually clear out the internet cache through IE. The second, more surprising solution is if you reduce the space allocated to the cache through the IE advanced options to, say, 8M, the error, for me at least, goes away.

Before I could do 50 queries before the error appeared. Now, with IE open on a default page (unknown if needed) and Excel running, I'm going through 750 records and still going without error. It seems the cache limit auto-clears the web query caches sufficiently to stop the error from happening.

Bizarre bug. Hopefully Microsoft will look at how web queries are working and either fix the bug or provide the option to turn off the caching.
Posted: 08/15/2007 @ 02:38 PM (PDT)  (edited 08/15/2007 @ 02:40 PM (PDT))
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Leon Tribe
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Read original item: Pull data into Microsoft Excel with Web queries
Pull data into Microsoft Excel with Web queriesJodyGilbert | 09/15/2006 @ 12:07 PM (PDT)
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Editedsinopec_contact | 05/07/2007 @ 07:56 AM (PDT)
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And if the table is a few pages back?kennethscottbarry@... | 01/12/2007 @ 12:17 AM (PST)
The article explains thatJustin James | 01/12/2007 @ 04:32 AM (PST)
Yes, I have ..... the question mark in URLsmike@... | 03/27/2007 @ 04:55 AM (PDT)
Problem with question mark also.davesayers75@... | 04/08/2007 @ 06:18 PM (PDT)
Exact code?Justin James | 04/08/2007 @ 08:26 PM (PDT)
That question mark - was it all in the mind?mike@... | 04/09/2007 @ 10:54 AM (PDT)
Glad it worked!Justin James | 04/09/2007 @ 02:23 PM (PDT)
Unconsisten Table Querry ErrorsFeldmanWill@... | 12/12/2007 @ 08:20 AM (PST)
Question mark still a problemdavesayers75@... | 04/09/2007 @ 05:50 PM (PDT)
That is really oddJustin James | 04/09/2007 @ 07:28 PM (PDT)
Yep. Any hints on AV?davesayers75@... | 04/10/2007 @ 03:22 PM (PDT)
No idea, sorryJustin James | 04/10/2007 @ 08:44 PM (PDT)
WebQuery URL table download problemcogen@... | 06/10/2007 @ 07:48 PM (PDT)
Solution to the "file could not be accessed" problemLeon Tribe | 08/13/2007 @ 06:09 AM (PDT)
Better solutionLeon Tribe | 08/15/2007 @ 02:38 PM (PDT)
Accessing websites for which I have passwordsmike@... | 04/09/2007 @ 11:07 AM (PDT)
That's a tough oneJustin James | 04/09/2007 @ 03:11 PM (PDT)
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Cache memory = IE cache?Leon Tribe | 08/17/2007 @ 06:45 AM (PDT)
I have done thatsalesunlimited@... | 08/17/2007 @ 09:47 AM (PDT)
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POST versionLeon Tribe | 09/24/2006 @ 12:23 PM (PDT)
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It doesn't work for me unfortunatelyLeon Tribe | 09/24/2006 @ 03:24 PM (PDT)
You need to use the workaroundJustin James | 09/24/2006 @ 07:34 PM (PDT)
Cracked it!Leon Tribe | 09/24/2006 @ 08:53 PM (PDT)
Better codeLeon Tribe | 09/24/2006 @ 09:34 PM (PDT)
Good job!Justin James | 09/25/2006 @ 05:08 AM (PDT)
same problem- need a solutionPB-1 | 11/18/2007 @ 08:04 AM (PST)
Stop using Excel...Justin James | 11/19/2007 @ 05:37 AM (PST)
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RE: Pull data into Microsoft Excel with Web queriesstewart.barker@... | 07/19/2007 @ 02:10 AM (PDT)
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