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Jack:
I use supercharts, signal cable, and dde with excel.
This is the format:  =OMEGA_SERVER|LIVEQUOTE!'KMAG,P'
KMAG is the stock symbol and P is the last price.
I am trying to feed the values of each trade into Excel.
For whatever reason I don't get all the ticks (trades).
I am trying to write a macro to  subtract the total volume from one tick 
to the next.
Example:   tick 1 :   1,456,000   tick 2 :    1,459,000   total volume
difference = 3,000     tick 2 will show a trade volume of 100
instead of 3,000.
So I know I am not getting every tick. 
Good trading.
Bob
 
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