I wish to write a credit card applicatoin to capture data from the website, and also the website are utilizing ajax to retrieve data from server.
Can there be any solutions will be able to get individuals data easily and store into my very own database ? Because the data for the reason that website is dynamic, historic data will appear reduced, and I wish to keep a record them.

Please suggest any solutions, thanks ahead of time !

Selenium RC can perform this with some work.

http://seleniumhq.org/

You might try IRobotSoft Web Scraper. Check demos here http://irobotsoft.com/help/ to ascertain if it's what you would like.