DDE: Time series in Excel analysis

If you are open to a VBA solution, you can use the Workbook.SetLinkOnData method to call a Sub when the incoming data changes.

I would suggest only responding to changes on the TIME topic, and copying all relavent data in one go

Based on this data layout

Set up the monitor on the Open event (place this in the ThisWorkbook module)

Sub Workbook_Open()
    Dim wb As Workbook
    Dim Links As Variant
    Dim i As Long

    Set wb = ThisWorkbook
    Links = wb.LinkSources(xlOLELinks)

    For i = LBound(Links) To UBound(Links)
        If Left$(Links(i), 8) = "MT4|TIME" Then
            wb.SetLinkOnData Links(i), "MT4_OnUpdate"
        End If
    Next
End Sub

And code your data handler in a normal module

Sub MT4_OnUpdate()
    ' DDE Updated TIME, copy data
    Dim ws As Worksheet
    Dim Source As Range
    Dim Dest As Range

    Set ws = Worksheets("Your DDE Data Sheet")

    With ws
        Set Source = ws.Range("A2:E2")
        Set Dest = .Cells(.Rows.Count, 1).End(xlUp).Offset(1, 0).Resize(1, Source.Columns.Count)
    End With

    Dest.Value = Source.Value
End Sub

This will copy cells A2:E2 to the bottom of the Historical data list, each time A2 (time stamp from MT4) changes.

Note: you say in your OP that you want to update every millsecond. This can't happen, because MT4|TIME is returning a DateTime serial which has a resolution of 1 second. And even if it could happen, that would be way too much data for Excel to handle