Can you easily convert a DSDataResponse object to a datatable in C# ?
The DSDataRequest is passing multiple Instrument and DataTypes objects returning to a DSDataResponse.
There is no simple means of converting from DSDataResponse to a C# DataTable. You would have to walk through the response collection and build the DataTable on the fly.
The ProcessSnapshot method in the GetData example code produces tabulated output on the console. Converting that to a DataTable should be simple enough; simply replace the code constructing a line of tabulated output with code constructing a DataRow object.
For Timeseries requests, especially with multiple instruments in each request, the construction would be more complex. You would want multiple DataTables, one for each instrument, and each row being the data for a specific date. The ProcessTimeSeries method in the GetData example code also produces tabulated data, albeit with the dates represented as columns. You would have to pivot that data to get the dates as rows.