Check the .NET SDK Wiki page about streaming clients - it contains basic information about initializing and using streaming clients. You can also check the UsageExamples project in this repository - it also contains samples for stock streaming consuming patterns (the crypto streaming usage pattern is almost the same).
@johnglen244 What type of real-time data do you expect on the closed stock market? If you work with crypto you can trade 24/7 (mostly) but even in this case frequency of updates will depend on market activity on the selected pair. On the stock market, you have trading hours and outside of these hours, nobody can trade so no quotes/trades will be sent on the Alpaca stream.
@ILya111 If you want to use helper methods from the Alpaca.Markets.Extensions package you have to add it using NuGet instead your C# compiler will not find them.
The latest Unity version works fine with NuGet and current SDK packages should not generate any errors after installation. If you have trouble with it - just provide all the required information on GitHub and I’ll take a look. Another option - is just to get code from GitHub and include it in your project - the Apache OSS license allows you to do so.