Hi,

ExternalFeed.cs is a simulator. It generates stock updates and passes them to a class implementing IExternalFeedListener.
StockList.cs implements IExternalFeedListener to listen generated events from the ExternalFeed instance and implements IDataProvider to be used as a DataAdapter and so to pass data to Lightstreamer.
Burst.cs implements IDataProvider so that it can be used as a different DataAdapter. It generates data on its own but with a heavier load on the machine.

Those are just example that generates their data. In real cases you will probably get the data from an external feed (in your case the SQL server).