SNMP is a network management protocol. Typically it is used to talk with network hardware. It's not intended as an "information" protocal if I may use that term. You can probably program an application that uses it but I don't think that is what you are looking for. Does the SEC have web services that you can interface with? If so, then you simply need to write code that talks to web services, which is quite easy to do in .NET. .NET can generate proxy classes to handle all the HTTP overhead of making web service calls so that you can work with the service and its methods as regular classes.
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Peter