using System;

using System.Xml;

using System.Xml.Serialization;

using System.IO;

using System.Linq;

using System.Collections;

using System.Collections.Generic;

using System.Xml.Linq;

using System.Data;

using System.Collections.Specialized;

using System.Text.RegularExpressions;

using System.Globalization;

using System.Diagnostics;

using System.Globalization;

using System.Collections.Concurrent;

using System.Threading.Tasks;   

public class Program

{

    public static void Main()

    {

        var request = new A[]

          {

              new A { Date = "14-04-2016", Price = 100 },

              new A { Date = "15-04-2016", Price = 100 },

              new A { Date = "16-04-2016", Price = 0 },

              new A { Date = "17-04-2016", Price = 100 },

              new A { Date = "18-04-2016", Price = 100 }

          };

        var response = new B[]

          {

              new B { Start = "14-04-2016", End = "16-04-2016", Price = 100 },

              new B { Start = "16-04-2016", End = "17-04-2016", Price = 0 },

              new B { Start = "17-04-2016", End = "18-04-2016", Price = 100 }

          }; 

​

        int grp = 0;

        decimal prevprice=response.First().Price;

        var results = request.Select((s, i)=> 

                      {

                          grp = s.Price == prevprice? grp : ++grp;                       

                          prevprice = s.Price;

                           return new 

                           {

                               grp,

                               Price = s.Price, 

                               Date = DateTime.ParseExact(s.Date, "dd-MM-yyyy", null)

                           };

                      })

               .GroupBy(g=>g.grp)

               .Select(s=>

                       new B() 

                       {

                           Start = s.Min(c=>c.Date).ToString("dd-MM-yyyy"),

                           End = s.Max(c=>c.Date).ToString("dd-MM-yyyy"),

                           Price = s.First().Price   

                       })

               .ToArray();

        foreach(var result in results)

        {

            Console.WriteLine("{0},{1},{2} ",result.Start,result.End, result.Price);            

        }

    }

}

​

class A

{

   public string Date { get; set; }

   public decimal Price { get; set; }

}

​

​

​

class B

{

   public string Start { get; set; }

   public string End { get; set; }

   public decimal Price { get; set; }

}

​

​

​