I only need to know the date of the change.
That doesn't sound right. Sounds like you need to know the product, price and date of change. So create that table:
PriceHistory
ProductID, number, holds the id number of the product working with
Price, number, holds price of product
PriceDate, date, holds first date this price was encountered
Let's call the external source table ExternalSource. The first run is a straight APPEND query to just copy ExtenralSource data to the new table. After that, to find new prices you would set up a few queries:
You would set up a 'PriceHistory_Current' query that shows what the most recent price (CurrentPrice) is in your PriceHistory table. Next you would create a new query using ExternalSource and PriceHistory_Current, make a LEFT JOIN from ProductID in ExternalSource to ProductID in PriceHistory_Current and Price in ExternalSource to CurrentPrice in PriceHistory_Current. So you will be showing all records in ExternalSource and just those that match in PriceHistory_Current.
Bring down ProductID, Price and a date field from ExternalSource and ProductID from PriceHistory_Current. Under ProductID.PriceHistory_Current put 'Is Null' in the criteria. This will identify all 'new' prices/products in ExternalSource. Turn the query into an APPEND and that will move the correct data into PriceHistory. Save and run this query to update PriceHistory.