title: Data Structure for holding quantmod xts object in C#
body: <p>I am able to call R from C# successfully. But for the XTS object returned by R, what is a suitable data structure in C#?</p>
  
  <p>R Code is:</p>
  
  <pre><code>library(quantmod)
  getSymbols("SPY", "QQQ")
  df &lt;- cbind(Ad(SPY), Ad(QQQ))
  
  &gt; head(df)
             SPY.Adjusted QQQ.Adjusted
  2007-01-03     114.3121     39.39500
  2007-01-04     114.5547     40.14209
  2007-01-05     113.6410     39.95076
  2007-01-08     114.1666     39.97810
  2007-01-09     114.0695     40.17853
  2007-01-10     114.4496     40.65229
  </code></pre>
  
  <p>What I need is a suitable data structure to hold the df XTS object in C#. I tried List of Lists. Array of arrays, but I am looking for an effifient way to hold and iterate through the data in C#.</p>
  
  <p>Thanks.</p>