The incorporation of information and communication technologies (ICT) has enabled the buying and selling of various products through web pages, which generate large volumes of data. Recently, online prices have generated significant interest in the empirical literature. Web scraping (WS) is a technique used to extract available information, which allows the data to be utilised. This article presents the results of a literature review of 20 articles published between 2018 and 2023, aiming to understand the methodologies employed for WS and the benefits of its use. The findings of the review indicate that there is no standard WS methodology. The most common phases of the proposed methodologies include collecting, processing, storing and analysing or predicting. The benefits of WS are diverse, benefiting both sellers and buyers. These advantages are primarily related to product price comparisons and time savings.