Yes it seems to be the case, sadly. DDE seems to be restricted to bid/ask/high/low/time. I trawled through several hundred forum pages to find it out (god, talk about a wild goose chase). I also drew a blank trying to find a VBA method to parse the live DDE into OHLC tables. Losing the will to live frankly with that one.
It is possible with additional extensions.
Thanks FinGer, i'll have a look at those, much appreciated.
All the best.