Conversion of .iqy file to .xlsx file using python/vba

Question

I have downloaded some data from Sharepoint in *.iqy format (this is the only format in which the data can be downloaded). Post this, I perform the following steps to open and save the *.iqy file in *.xlsx format.

• Open the *.iqy file.
• A dialog box appears (Microsoft Excel Security Notice) where I click "ENABLE".
• Now another dialog box appears (Import Data) in which I click "OK" without changing any options.
• The data now appears in a spreadsheet which I then save as a *.xlsx file.

Is there any way to perform the above steps via a script (either in VBA or Python)?

P.S: Unfortunately I'm not authorized to share a sample file of some sort since the data is controlled.