I would like to extract LSE stock data to create a working index for each of the sectors/industries compared to the FTSE. I would therefore setup individuals work sheets for each sector, with a list of tickers and the pull the data for each stock. How would be best to do this, how much would it cost / how difficult would it be to create?
If you own Office 365 the most recent version of Excel supports a stock data type. You can include the symbols you're looking for in a sheet, identify them as stock data and pull data for each stock on a daily basis. This would require a manual daily update of the prices but is definitely doable. If you want historical data you will need to download data from a third party (Yahoo, etc.) and import it into your spreadsheet.
I don't work with this, but I strongly suspect this can be automated, as long as the Excel workbook is left open.