You can use QueryTables in place of the HTTP Get call (WinHttopRequest), which evidently is not supported by Mac Excel 2011. The code below worked for me - enter the tickers in column, starting with A2, enter yahoo finance tags (i.e. a,b, r, n) in row starting with B1.
You can assemble the URL to call YF for the csv, then use a QueryTable to make the call and paste the results in your worksheet.
Code working on Mac Excel 2011:
Sub Yahoo_Finance_API_Call_MacExcel2011()
Dim head As Range
Set head = Range("A1")
Dim wb As Workbook 'In the event that you'll use different workbooks
Dim src As Worksheet 'In the event that you'll use different a source worksheet
Dim tgt As Worksheet 'In the event that you'll use different a target worksheet
Set wb = ThisWorkbook
Set src = wb.Sheets("Sheet1")
Set tgt = wb.Sheets("Sheet1")
'Assemble Symbols for API Call
Set rng = Range(head.Offset(1, 0), head.Offset(1, 0).End(xlDown))
For Each cell In rng ' Starting from a cell below the head cell till the last filled cell
Symbols = Symbols & cell.Value & "+"
Next cell
Symbols = Left(Symbols, Len(Symbols) - 1) ' Remove the last '+'
'Assemble Tags or API Call
Set rng = Range(head.Offset(0, 1), head.Offset(0, 1).End(xlToRight))
For Each cell In rng ' Starting from a cell to the right of the head cell till the last filled cell
tags = tags & cell.Value
Next cell
'Build URL
URL = "TEXT;http://finance.yahoo.com/d/quotes.csv?s=" 'Use TEXT to collect API data below
URL = URL & Symbols & "&f=" & tags
'Range("A1").Value = URL 'This will output the assembled URL in a1 for QA if need be
'Call API
With tgt.QueryTables.Add(Connection:= _
URL, _
Destination:=Range(head.Offset(1, 1), head.Offset(1, 1).End(xlDown)))
.RefreshStyle = xlOverwriteCells
.TextFileParseType = xlDelimited
.TextFileCommaDelimiter = True
.BackgroundQuery = True
.TextFileCommaDelimiter = True
.TablesOnlyFromHTML = True
.Refresh BackgroundQuery:=False
.TextFilePromptOnRefresh = False
.TextFileStartRow = 1
.TextFileParseType = xlDelimited
.TextFileTextQualifier = xlTextQualifierDoubleQuote
.TextFileConsecutiveDelimiter = False
.TextFileTabDelimiter = False
.TextFileSemicolonDelimiter = False
.TextFileSpaceDelimiter = False
.TextFileTextQualifier = xlTextQualifierDoubleQuote
.SaveData = False
End With
End Sub