Task

Assume that you need to get stock prices for a list of companies every morning. FactSet formula API gives us the possibility to do this.

Solution

Create .NET framework class library project.
Add nugget packages. Libraries needed to work with Power Apps: Microsoft.CrmSdk
FactSet provides C# SDK libraries:
GitHub Repository
NuGet Package
Setup Credentials through FactSet's Developer Portal

Create FactSet service. (In constructor, we initialize TimeSeriesApiclass that allows us to request API).

public class FactSetService : IFinanceDataService
{
    private readonly TimeSeriesApi apiInstance;
    private readonly HttpClient httpClient;
    private readonly FactSet.SDK.Formula.Client.Configuration config;

    public FactSetService(HttpClient httpClient)
    {
        config = new FactSet.SDK.Formula.Client.Configuration();
        var loginConfig = GetLoginConfig();
        ConfidentialClient confidentialClient = ConfidentialClient
            .CreateAsync(loginConfig, httpClient)
            .GetAwaiter()
            .GetResult();

        config.OAuth2Client = confidentialClient;
        this.apiInstance = new TimeSeriesApi(config);
        this.httpClient = httpClient;
    }
}

Create a method that will retrieve data from formula API for stock prices.

public async Task<List<Entity>> GetStocks(List<string> companyIds)
{
    var formulas = new List<string>()
    {
        $"P_PRICE({DateTime.Today.ToString("MM/dd/yyyy")})"
    };

    var names = new List<string>() { "price" };

    try
    {
        TimeSeriesApi.GetTimeSeriesDataResponseWrapper result =
            await apiInstance.GetTimeSeriesDataAsync(
                formulas: formulas,
                ids: companyIds,
                displayName: names,
                flatten: "Y"
            );

        var dataItems = result.Response200.Data;
        var resultList = new List<Entity>();

        foreach (var data in dataItems)
        {
            var field = data.GetTimeSeriesResultObjectFlattened();
            var counter = 0;
            var entity = new Entity("uds_stockPrice");
            entity["uds_copmanyId"] = field.RequestId;
            entity["uds_updated_at"] = field.Date;
            entity["uds_price"] = field.AdditionalProperties.ToDictionary(
                x => x.Key,
                y => y.Value
            )["price"]?.GetDouble();
            resultList.Add(entity);
        }

        return resultList;
    }
    catch (ApiException e)
    {
        throw new InvalidPluginExecutionException("Formula API request error: \n" + e.Message);
    }
}

Create a plugin where we initialize FactSet service and create new entities in Power Apps.

public class TestPlugin : IPlugin
{
    public void Execute(IServiceProvider serviceProvider)
    {
        IOrganizationServiceFactory factory = (IOrganizationServiceFactory)
            serviceProvider.GetService(typeof(IOrganizationServiceFactory));

        IOrganizationService service = factory.CreateOrganizationService(null);

        var httpClient = HttpClientFactory.Create();
        var factSetService = new FactSetService(httpClient);

        var comanyIds = new List<string>() { "testId1", "testId2" };
        var stocks = factSetService.GetStocks(comanyIds).GetAwaiter().GetResult();

        foreach (var stock in stocks)
        {
            service.Create(stock);
        }
    }
}

So, we have a plugin assembly that will get data from FactSet and generate data in Power Apps.
Now we are going to call this plugin from cloud flow.

In the plugin registration tool register a new Custom API.
Open your working solution and create a new scheduled cloud flow. (Select the name and click 'Create' button).
Select Add an element.
In Action Name select the name of custom API.
Run flow.

Done! Now you can retrieve actual data from FactSet and show it in Power Apps.