Background
The frenchdata add-in is designed to make it easier and faster to
download data from Ken French's data library. The data in the library are in
zipped *.txt or *.csv files, many with multiple data sets and mixed date
formats that can be tedious to import. This add-in, in contrast, is
straightforward and requires minimal input. After downloading and processing
each file is put in a separate workfile, multiple datasets in a single file are
separated and each one is put in a separate page, data columns are put into
series, and date formats are read from the files and applied to the page(s) of
the workfile.