In this case you are accessing public data (as opposed to user private data), so you'll be using OAuth two-legged authorization. This page on the YDN site is a good starting point for the different data types: Private Data v Public Data.
Two-legged means you need to sign your request a certain way (with your application key & secret), but there is no user-authorization step. OAuth signing is usually tricky, so most people will use an OAuth library.
There is a good walk-through on the YQL Code Examples page that illustrates this. Scroll down to the "Querying Public Data" section to see examples of calling YQL with a signed two-legged request.
<?php
include_once("yosdk/lib/Yahoo.inc");
define("API_KEY","your-api-key-here");
define("SHARED_SECRET","your-secret-here");
YahooLogger::setDebug(true);
$twoleg = new YahooApplication (API_KEY, SHARED_SECRET);
$query = "select * from yahoo.finance.historicaldata where symbol =\"YHOO\" and startDate = \"2011-12-01\" and endDate = \"2011-12-04\"";
$results = $twoleg->query ($query);
print_r ($results);
Running the above code gives some historical stock data like:
[quote] => Array
(
[0] => stdClass Object
(
[date] => 2011-12-02
[Date] => 2011-12-02
[Open] => 16.31
[High] => 16.41
[Low] => 16.03
[Close] => 16.05
[Volume] => 22714500
[Adj_Close] => 16.05
)
[1] => stdClass Object
(
[date] => 2011-12-01
[Date] => 2011-12-01
[Open] => 16.42
[High] => 16.46
[Low] => 16.09
[Close] => 16.23
[Volume] => 47059800
[Adj_Close] => 16.23
)
)
Of course you're asking about C#, but hopefully this gives you more background on what will be needed. I would search for two-legged OAuth solutions for C# - this question looks to have some working answers: Has anybody implemented 2 Legged OAuth using DNOA?.
Here's another possible solution, a web service that does the two-legged OAuth signing for you: OAuth-ify this: 2-legged OAuth service for YQL.
