How to run a macro on some but not all sheets in a workbook?

Question

I have a workbook that contains worksheets for each industry group in the S&P 500 and wrote the macro below to update all the stock information on them when I press a comman

Answer 1

Refering to Kevin's second code - now the exclusion logic is flawed. I suggest the following:

Function IsIn(element, arr) As Boolean
    IsIn = False
    For Each x In arr
        If element = x Then
            IsIn = True
            Exit Function
        End If
    Next x
End Function


Sub Get_Stock_Quotes_from_Yahoo_Finance_API()
    Dim skippedSheets()
    skippedSheets = Array("Cover,Select Industry,bla bla")

    For Each Sh In ActiveWorkbook.Worksheets
        If Not IsIn(Sh.Name, skippedSheets) Then
            ' ... process Sh

        End If
    Next Sh
End Sub

Now you have all sheet names which are to be excluded in one place (the array assignment) and the inner code block will only be executed if the current sheet name is not element of that array.

Second source of error: you already started qualifying the ranges (like in Set head = Sht.Range("A2")). Do the same in 2 other places, with
Set rng = Sht.Range(head.Offset(1, 0), head.Offset(1, 0).End(xlDown))
and
Set rng = Sht.Range(head.Offset(0, 1), head.Offset(0, 1).End(xlToRight))

Last, you don't have to activate a sheet. You work with the Sht object and qualified ranges.
Dim I as Integer is unused.

Answer 2

Change

 If Not Sht.Name = "Cover" _
    And Not Sht.Name = "Select Industry" Then

To

If Sht.Name <> "Cover" And Sht.Name <> "Select Industry" Then 

Don't forget your End If before Next Sht