>The function I'm calling is:
>Sub GetPrices(WordenNum As Long, OpenPrices() As Single, HighPrices() As Single, LowPrices() As Single, ClosePrices() As Single, Volumes() As Long, Dates() As Long, NumberOfPricesToGet As Long)

As I see you use VB COM component. I sugest that you make all array parameters VARIANT type, because VFP strong-typing is not really "very strong"
(I belive that behind the scenes strong-typed variable with a simple type do not differ from non-strong-typed variable)


>After defining each array like this:
>LOCAL ARRAY Volumes[5]
>STORE "X" TO Volumes
I suggest that you STORE the empty value of the proper type (e.g. 0(zero) for integer types; 0.0 for real types; etc.)

>And then calling like this:
>mbhtemp1=otc.GetPrices(9996, @OpenPrices, @HighPrices, @LowPrices, @ClosePrices, @Volumes, @Dates, lcNoOfPrices)
This is OK

>I have tried using COMARRAY() with different values, but same result.
COMARRAY(MyObject, 11) is the correct setting according to me.

Hope this helps