An antidictionary is particularly useful for data compression, and on-line electrocardiogram (ECG) lossless compression algorithms using antidictionaries have been proposed. They work in real-time with constant memory and give better compression ratios than traditional lossless data compression algorithms, while they only deal with ECG data on a binary alphabet. This paper proposes on-line ECG lossless compression for a given data on a finite alphabet. The proposed algorithm gives not only better compression ratios than those algorithms but also uses less computational space than they do. Moreover, the proposed algorithm work in real-time. Its effectiveness is demonstrated by simulation results.