Hi Equliser,
Firstly, I'm not sure if this is the most appropriate group for your question - you refer to "HTML" but EMDR doesn't have a website exposing data, it is just a data API. It provides a constant stream of new market orders as people upload them. It sounds more like what you need is a site like EVE-Central [0] or EVE-MarketData [1] that provide access to all market orders that have been uploaded.
Assuming that you were referring to one of those sites in your original message, then I would strongly recommend looking into the API that each offers. Aside from the nature of trying to parse HTML with a regex [2], it essentially bypasses that step for you: rather than you having to pull the data out of the HTML and into some data structure in your programming language, the APIs will let you get that data as a data structure in the first place.
For example, to find all market orders for Tritanium, you can take the data returned from the EVE-Central API at
http://api.eve-central.com/api/quicklook?typeid=34, parse it with your programming language's favourite XML parser, and then access all the data with your code.
A couple of notes: a lot of the data fields will refer to things like stationID=60003760 or typeID=34. To convert these to their human-readable representation ("Jita IV - Moon 4 - Caldari Navy Assembly Plant" and "Tritanium" in these examples) you'll need to refer to either the EVE static data dump or the CREST API [3]. However, you don't have to do that to achieve the main point of what you want to do - that's just for presentation.
Hope some of that is useful!
James