[syswizard]

You might want to register and check here:
http://codebase.mql4.com

There appear to be a lot of MQL4 experts there.
For you to pull this off, MQL4 must support one of these Windows communication interfaces:
DLL
DDE
ActiveX
My quick search of the above surfaced nothing, but that doesn't mean MQL4 cannot do these. You'll need to contact their tech support or the experts for a definitive answer to the above.

[jimingrapevine]

Telechart's spreadsheet can be set up to follow gaps. I'm not certain how much information you want sent to Excel but the basic )ie: Price Hi LO Close etc can be saved to a file. Telechart has a free trial so it could be tested before making a commitment.