VBA - XMLHTTP web scraping I navigate with IE, do various things, then select all results option from a list and fire on click event. Once all results have been listed, I loop through their URLs, using the following code to gather data inside these URLs.

What can I do to improve speed of data scraping (apart from VB Script
multithreading)?

With 


IE navigation, visible = false and no images I had 1000 links extracted in 3min 45sec
msxml2.XMLHTTP in 3min 30sec
msxml2.serverXMLHTTP 1min 40sec - .setRequestHeader "Content-Type", "text/xml" and .setRequestHeader "Accept-Encoding", "compress, gzip" didn't affect performance


Is it better to declare and create objects within this Sub (meaning inside the loop for 42,000 links) or outside and make them public variables?   

Public Sub PrintCompanyData()
Dim oDom As Object: Set oDom = CreateObject("htmlFile")
Dim htmlelePopUp As IHTMLElement
Dim unformattedData As String

With CreateObject("msxml2.serverXMLHTTP") 'CreateObject("msxml2.xmlhttp")
    .Open "GET", Link, False
    '.setRequestHeader "Content-Type", "text/xml"   
    '.setRequestHeader "Accept-Encoding", "compress, gzip"
    .send

    If .ReadyState = 4 And .Status = 200 Then

        oDom.body.innerHTML = .responseText

        With WS
            For Each htmlelePopUp In oDom.getElementsByTagName("tbody")
                unformattedData = htmlelePopUp.Children(htmlelePopUp.Children.Length - 1).innerText
                .Range("a" &amp; ItemCount + 1).Value2 = Replace(unformattedData, Chr(10), vbNullString)
            Next htmlelePopUp
        End With

    End If

End With

Set oDom = Nothing

End Sub
It's likely not a huge improvement, because the vast majority of this program's time will be spent going over the network, but there is a micro-optimization you can make here. 

Instead of latebinding like this


With CreateObject("msxml2.serverXMLHTTP")



You can early bind your objects, eliminating the time COM takes to do a dynamic lookup. However, the time this saves will be minuscule compared to the total runtime. 



I'm not bashing on VBA, I &lt;3 VBA, but it's just not the right tool for the job if you need it to run faster than this. What you really need is a language that's capable of multi-threading and asynchronous programming to make the most of the CPU time while you're waiting for those Http requests to return. Sounds like it's time to learn some C# or F# to me. Even Powershell may be a good option.