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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