In your response to my comment you state: "File name, I never thought about it. Could be anything for now." From bitter experience I can tell you that dealing with thousands of files with system generated names is a nightmare. You need to fix the name problem now.
I am also nervous about AddrToCopy = Split(Rng.Address, ","). Rng.Address will be of the form: "$C$1:$I$16, $K$1:$Q$16, $S$1:$Y$16, $C18$I$33, $K$18:$Q$33, $S$18:$Y$33, ...". If you search the internet you will find sites that tell you that Rng.Address has a maximum length of 253 characters. I do not believe this is correct. In my experience, Rng.Address is truncated at a complete sub-range. My experimentation was with Excel 2003 but I have found noting on the internet to suggest this limitation has been fixed in later versions of Excel. You much check Rng.Address with your version of Excel! I am not familar with Jerry Beaucaire, although he offers an interesting solution. Sid Rout always produces excellent code. If there is a problem, I am sure they will be able to fix it.
However, the real purpose of this "answer" is to say I would split this problem into three. This has lots of advantages and no disadvantages of which I am aware.
Step 1. Create a new worksheet, TableSpec, with the following columns:
A Worksheet name. (If tables are spread over more than worksheet)
B Range. For example: C1:I16, K1:Q16
C - I Headings from table. For example, AAPL, Open, High, Low, Close, Volume, AdjClose
Step 2. Check worksheet TableSpec; for example, are all table listed? Think about the file name and add column H to contain it. I read one of your comments to mean you would "AAPL" as the filename for the first table in which case you could set H2 to "=C2". Is "AAPL" unique? You could had a sequence number. There are lots of choices which you can think about before you generate any files.
Step 3. Worksheet TableSpec now gives all the information necessary to generate your files. You could delete most of the contents and test the file creation code on a couple rows.
I hope you can see advantages of this stepped approach, partcularly if your VBA is weak. Best of luck.