Observable example from MS for linqpad

observable--ms-ex.linq

void Main()
{
	IObservable<Ticket> ticketObservable = Observable.Create((Func<IObserver<Ticket>, IDisposable>)TicketFactory.TicketSubscribe);
	
	using(IDisposable handle = ticketObservable.Subscribe(ticket => Console.WriteLine(ticket.ToString())))
	{
		Console.WriteLine("\nPress ENTER to unsubscribe...\n");
		Console.ReadLine();
	}
}

class Ticket
{
	private readonly string ticketID;
	private readonly DateTime timeStamp;

	public Ticket(string tid)
	{
		ticketID = tid;
		timeStamp = DateTime.Now;
	}
	
	public override string ToString()
	{
		return String.Format("Ticket ID : {0}\nTimestamp : {1}\n", ticketID, timeStamp.ToString());
	}
}

public class TicketFactory : IDisposable
{
	private bool bGenerate = true;
	
	internal TicketFactory(object ticketObserver)
	{
		Task.Factory.StartNew(new Action<object>(TicketGenerator), ticketObserver);
	}

	public void Dispose()
	{
		bGenerate = false;
	}

	private void TicketGenerator(object observer)
	{
		IObserver<Ticket> ticketObserver = (IObserver<Ticket>)observer;
		Ticket t;
		
		while (bGenerate)
		{
			t = new Ticket(Guid.NewGuid().ToString());
			ticketObserver.OnNext(t);
			Thread.Sleep(250);
		}
	}

	public static IDisposable TicketSubscribe(object ticketObserver)
	{
		return new TicketFactory(ticketObserver);
	}
}

Originally from: http://msdn.microsoft.com/en-us/library/hh229114(v=vs.103).aspx

You will also need to use the Linqpad Nuget integration to grab the Reactive Extensions and add the following usings (there are more here then you actually need but since I am still sorting out what is required and when, this gets it all in there):

System
System.Reactive
System.Reactive.Concurrency
System.Reactive.Disposables
System.Reactive.Joins
System.Reactive.Linq
System.Reactive.PlatformServices
System.Reactive.Subjects
System.Reactive.Threading.Tasks
System.Threading.Tasks