Gordo:
I'm using reuters dealing 3000. In this product you call a dde link with the following command line in the cell you want to display the data in:
=reuter|idn!'msft,prim act 1, last'
But if you have reuters running , search help for dde and follow the instructions listed, it's a really painless procedure. Reuters collects all the data for you, so there's no need to write the data to a separate database. Simply call up a tabular (or time and sales) window in Reuters, copy the data and paste it into your spreadsheet. If you want to record the data in a database real-time, you'll need a macro to do it. Let me know if you need help.
Cheers