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C# library and samples for processing market data from the Spark API
Spark API SDK is an open-source, lesser GPL-licensed .NET library that supports access to the financial market data API from Spark (http://iguana2.com/spark-sdk).
The SDK comprises an open-source C# code base with detailed examples and comments on how to interface with the Spark API and process the data streams. This is encapsulated in the SparkAPI project which contains all the classes and helper functions required to easily utilise the API.