how to code for your module to constantly running/waiting for data

Dear Experts,

I am basically new to VS and C# and need a little guidance on the requirement assigned to me.   I was tasked to code to receive data from broker (MF), but the challenge is to make it constantly waiting for it as the data may come in anytime during the day.   First, how should I code to received data?  Then how to make it contstantly running/waiting for the data to come in.  Any help will be appreciated.

Thanks,
Leon