I agree with you that eSignal DDE work fine and if you attempt only best bid or best ask, it will be nice for this purpose, but I if you want to catch every tick, I confirm that you will never be able to track each tick, specially in fast market. If you want to test it, put MSFT and check the tape of eSignal, you will see a lot of bid, ask and trade that the DDE don't track. Any programmer that has worked with DDE, COM and DCOM could explain the many drawback of DDE, This slow mecanism was born with Windows 3.0, and since this time they have drop it from programmers (Visual Studio.NET don't support DDE now, if you attempt to write an application with C# or VB.NET, forget it!). Worst, DDE is not able to track correctly a simple serial port at 14kb. DDE is usefull sometime, but don't expect to track efficiently the data on major stock without drop on the flow data.