Capturing The First Change In A Formula

I have a spreadsheet that monitors the opening time of some stocks. In the
morning before trading starts it looks like this:

StockTIME
QQQQ-O2/15/06
AAPL-O2/15/06
GOOG-O2/15/06
CSCO-O2/15/06
SPY-A2/15/06

When trading starts, the TIME value records the time of the last trade, thus
the first time will represent the time of the first trade - I am trying to
capture this time value. The problem is that if another trade occurs, the
TIME value updates to the time of that last trade. The TIME value is fed by a
DDE link from a data source.

Is there a way to capture the "first" change in the TIME value ?