If you figure how many you have on a sheet that will be printing and the location it is pretty easy. I just do a quick round of numbering with Excel so the stacks come out in order. I haven't found a way to get InDesign to do this, but I regularly have to do this for a couple of tickets and gift certificates.
Information you need: Number of tickets one a sheet. Number format (need leading zeros?)
It's pretty easy in Excel. Take your number of tickets you'll get on a sheet, divide 20000 by that number. That will be your number of rows. Type a 1 in the A1 cell location, type =(A1+1) in the A2 cell location. Paste that in as many rows as you determined. Copy the last cell in your first column. Paste that in cell B1. Copy B1 and paste in as many rows as you had in Column A. Copy column B and paste in column C. Copy C and paste in Column D. Repeat as many times as you have tickets on a sheet until you have enough columns as you do tickets on a sheet. Save as Tab deliminated text and bring into data merge on an imposed sheet. Data merge should be able to build you a document easily with as many sheets as you need and on a 1 knife trimmer you should have neatly stacked tickets in order.
