A kind of union between two var array lists

After looking at your code, my intuition suggests that what you want is for each stock to be a collection of "trades," where each trade has identifying information, and other data, and I think your question specifically asks how, at some point, to merge those collections in a way that maintains the "independence" of the stocks.

I'd start off by creating a Class that models a trade, rather than using the older 'ArrayList data structure which is just a "bucket" into which you can throw objects of any type:

public class Trade
{
    public string name;
    public int id;
    public DateTime dt;
    public int i1;
    public int i2;

    public Trade()
    {
        // for future use
    }
}

I'd then prototype the collections of trades that each stock will have:

List<Trade> Goog = new List<Trade>();
List<Trade> Aapl = new List<Trade>();

Let's create a few test instances of 'Trade:

Goog.Add (new Trade { name = "Google", id = 100, dt =DateTime.Now, i1 = 1, i2 = 2 });
Goog.Add (new Trade { name = "Google", id = 101, dt = DateTime.Now, i1 = 99, i2 = 100 });
Aapl.Add (new Trade { name = "Apple", id = 102, dt = DateTime.Now, i1 = 3, i2 = 4 });

Now let's consider the need to, at some point, merge different stocks. Since the "atomic" elements are Lists of type 'Trade, then this seems natural:

List<List<Trade>> AllTrades;

At the moment we wish to merge we could do something like:

AllTrades = new List<List<Trade>> { Goog, Aapl };

Or, of course, you could pre-initialize 'AllTrades, and just use 'Add, and 'Remove, as necessary.