var Connector = new Connector();


var messageAdapter = new TransaqMessageAdapter(Connector.TransactionIdGenerator)
{
    Login = "логин",
    Password = "парол".To<SecureString>(),
    Address = "tr1.finam.ru:3900".To<EndPoint>(),
};



Connector.Adapter.InnerAdapters.Add(messageAdapter);

Connector.LookupSecurities(null);

var subscription = new Subscription(DataType.MarketDepth, new SecurityMessage());