You can do a lot with ADO:
Dim cn As New ADODB.Connection
''You should probably change Activeworkbook.Fullname to the
''name of your workbook
strCon = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" _
& ActiveWorkbook.FullName _
& ";Extended Properties=""Excel 8.0;HDR=Yes;IMEX=1"";"
cn.Open strCon
s = "INSERT INTO [ODBC;Description=TEST;DRIVER=SQL Server;" _
& "SERVER=Server;Trusted_Connection=Yes;" _
& "DATABASE=test].SomeTable ( Col1, Col2, Col3, Col4 ) " _
& "SELECT a.Col1, a.Col2, a.Col3, a.Col4 " _
& "FROM [Sheet2$] a " _
& "LEFT JOIN [ODBC;Description=TEST;DRIVER=SQL Server;" _
& "SERVER=Server;Trusted_Connection=Yes;" _
& "DATABASE=test].SomeTable b ON a.Col1 = b.Col1 " _
& "WHERE b.Col1 Is Null"
cn.Execute s
You can also use the ACE connection: http://www.connectionstrings.com/ or OPENROWSET and an SQL Server connection. In all cases, you may have problems with mixed data types in columns, depending on your registry settings (http://forum.lessthandot.com/viewtopic.php?f=17&t=12043&p=59669&hilit=excel#p59669)
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