Sub ADO_TXT_Parser() 
Dim cn As Object, rs As Object
 Dim sCon As String, sSql As String
 Dim dbfilePath As String, dbfile As String, x
 Dim i&
 Dim a As Variant
With Application: .ScreenUpdating = False: .EnableEvents = False: .DisplayAlerts = False: .Calculation = xlManual: End With 

On Error Resume Next
 ThisWorkbook.Sheets("EX").Delete
 On Error GoTo 0
 
 col1 = 1   'НУЖНОЕ ПОЛЕ (столбец 2)
 col2 = 3   'НУЖНОЕ ПОЛЕ (столбец 4)
 
 dbfilePath = ThisWorkbook.Path & "\;"
 dbfile = "files_data_import.csv"
 
 'http://www.connectionstrings.com/
sCon = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & dbfilePath & "Extended Properties=""text;HDR=Yes;FMT=Delimited"";"
sSql = "SELECT * FROM " & dbfile & " AS t"
  
 On Error GoTo CnErrorHandler
 Set cn = CreateObject("ADODB.Connection")
 Set rs = CreateObject("ADODB.Recordset")
 
 cn.Open sCon
 rs.Open sSql, cn
'=========================================
With ThisWorkbook.Worksheets.Add
    .Name = "EX"
    .Cells(1, 1) = rs.Fields(col1).Name
    .Cells(1, 2) = rs.Fields(col2).Name
     r = 1
    Do Until rs.EOF
    'ваша проверка !!
      If rs.Fields(0).Value <> "#" Then
        r = r + 1
        .Cells(r, 1) = rs.Fields(col1).Value
        .Cells(r, 2) = rs.Fields(col2).Value
        rs.MoveNext
      Else: Exit Do
      End If
    Loop
.Columns.AutoFit
End With
'=========================================
 rs.Close: cn.Close
 Set rs = Nothing
 Set cn = Nothing
'..................
With Application: .ScreenUpdating = True: .EnableEvents = True: .DisplayAlerts = True: .Calculation = xlAutomatic: End With
Exit Sub

CnErrorHandler:
'..................
With Application: .ScreenUpdating = True: .EnableEvents = True: .DisplayAlerts = True: .Calculation = xlAutomatic: End With
For Each ADOErr In cn.Errors        'Отладчик ошибок подключения
    MsgBox "№ ошибки " & ADOErr.Number & Chr(10) & _
    "Описание: " & ADOErr.Description & Chr(10) & _
    "Источник: " & ADOErr.Source, vbCritical
    Debug.Print "№ ошибки " & ADOErr.Number & Chr(10) & _
    "Описание: " & ADOErr.Description & Chr(10) & _
    "Источник: " & ADOErr.Source
    cn.Close
Set cn = Nothing
Next
End Sub