Linking information from the internet to an excel file

I was wondering whether it is possible to create a constantly updating link with an internet source.

For example could I link a cell to a figure/value on a specific site then it constantly updates every time I open the document, to the value on that day? For example if I wanted the cell to show the current value of the FTSE 100 for instance, is it possible to do this in Excel 2013/6? Does the source site need to be open every time in order to work?

If not possible to do it directly is there any other way to do this, as otherwise I have to manually input the data from the site which is very time consuming.