How to import live stock data eg, stock price, financial data. from Yahoo Finance to excel?

Try Google Sheets instead of Excel. You can pull in data from Yahoo Finance quite easily using Google Apps Script. In the Apps script, you can define a function to retrieve data from any web page and then parse the HTML output.

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I explained about how to do this in-depth in an article on Medium.

If you're doing for US stocks, perhaps you can consider the in-built googlefinance functions for google sheets!