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How to "trigger" event based on Socket activity?

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Hi!
I am working with DDE application that links Excel with a website on a remote server.
The website sends messages and that application inserts them into Excel.

The problem is, each new message overwrites the previous, without creating any logs. I did not write the Excel app, and don't know how it works.

I NEED TO WRITE AN APP THAT WOULD SAVE The MESSAGES TO A DATABASE. ACCESS, SQL2K, ORACLE - DOES NOT MATTER.

Somebody suggested to write code to monitor socket activity and use it as a "trigger" to run SQL query: Use exhisting Excel file as datasource, grab data, insert into DB.

I am good with Databases and VB.Net, but weak on WinSock API side.

* How do you write code to monitor WINSOCK for received messages?

* How do I distinguish that WINSOCK ACTIVITY IS RELATED TO message came form THAT site?


Any suggestions, please?
 
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