static void Main() { const string Host = "HOST"; const string Username = "******"; const string Password = "******"; //1. Create an instance of the DataFeed class using (DataFeed dataFeed = new DataFeed()) { //2. Hook up an event handler to the ConnectionStatusChanged event. dataFeed.ConnectionStatusChanged += OnConnectionStatusChanged; //3. Subscribe to the Data observable dataFeed.Data.Subscribe(new Observer(dataFeed)); //4. Call the Connect method to connect to the feed and authenticate if (dataFeed.Connect(Host, Username, Password)) { //5. Issue a subscription request and wait for the DataReceived event to get raised dataFeed.Request(new SubscribeMessage( RequestType.MDF_RT_FULL, // <- The type of request. Full (image+streaming) in this case. new RequestClass[1] { RequestClass.MDF_RC_QUOTE }) //<- What kind of data to request. Quotes in this case. { InstrumentReferences = new ulong[1] { 772 }, //<- What instrument identifier(s) the request is for. 772 is the unique identifier for Ericsson B on Nasdaq OMX Stockholm }); } else { Console.WriteLine("Failed to connect to the data feed."); } //prevent the app from terminating until you press a key Console.ReadLine(); } }