Ref: Oanda.
I have used the function  _connector.SubscribeMarketDepth(security); and its still does not work. It does not show the price of the currency see code below. 
I have clicked on the currency, and the price do not show.
This is really frustrating, both the lesson video and documentation is lacking.
Please send a working code for the first lesson video.
public partial class MainWindow : Window
    {
        private Connector _connector = new Connector();
        private string _connectFile = "ConnectFile";
        public MainWindow()
        {
            InitializeComponent();
            if (File.Exists(_connectFile))
            {
                _connector.Load(new XmlSerializer<SettingsStorage>().Deserialize(_connectFile));
            }
        }
        private void Setting_Click(object sender, RoutedEventArgs e)
        {
            if (_connector.Configure(this))
            {
                new XmlSerializer<SettingsStorage>().Serialize(_connector.Save(), _connectFile);
            }
        }
        private void Connect_Click(object sender, RoutedEventArgs e)
        {
            SecurityPicker.SecurityProvider = _connector;
            SecurityPicker.MarketDataProvider = _connector;
            _connector.Connected += this.Connector_Connected;
            _connector.Connect();
        }
        private void Connector_Connected()
        {
            _connector.LookupSecurities(new Security() { Code = "USD/JPY" });
        }
        private void SecurityPicker_SecuritySelected(Security security)
        {
            if (security == null) return;            
            _connector.SubscribeMarketDepth(security);
        }
    }