.Net: Updated streaming example of Azure chat completion with data (#…

…9760)

### Motivation and Context

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Related: #9728

Updated streaming example of Azure chat completion with data to show how
to get citations in streaming mode.

### Contribution Checklist

<!-- Before submitting this PR, please make sure: -->

- [x] The code builds clean without any errors or warnings
- [x] The PR follows the [SK Contribution
Guidelines](https://github.com/microsoft/semantic-kernel/blob/main/CONTRIBUTING.md)
and the [pre-submission formatting
script](https://github.com/microsoft/semantic-kernel/blob/main/CONTRIBUTING.md#development-scripts)
raises no violations
- [x] All unit tests pass, and I have added new tests where possible
- [x] I didn't break anyone 😄

dotnet/samples/Concepts/ChatCompletion/AzureOpenAIWithData_ChatCompletion.cs

@@ -79,14 +79,14 @@ public async Task ExampleWithChatCompletionAsync()
         Console.WriteLine($"Ask: {ask}");
         Console.WriteLine("Response: ");
 
-        await foreach (var word in chatCompletion.GetStreamingChatMessageContentsAsync(chatHistory, promptExecutionSettings))
+        await foreach (var update in chatCompletion.GetStreamingChatMessageContentsAsync(chatHistory, promptExecutionSettings))
         {
-            Console.Write(word);
-        }
+            Console.Write(update);
 
-        citations = GetCitations(chatMessage);
+            var streamingCitations = GetCitations(update);
 
-        OutputCitations(citations);
+            OutputCitations(streamingCitations);
+        }
 
         Console.WriteLine(Environment.NewLine);
     }
@@ -159,19 +159,33 @@ private static IReadOnlyList<ChatCitation> GetCitations(ChatMessageContent chatM
     }
 
     /// <summary>
-    /// Outputs a collection of <see cref="ChatCitation"/>.
+    /// Returns a collection of <see cref="ChatCitation"/>.
     /// </summary>
-    private void OutputCitations(IReadOnlyList<ChatCitation> citations)
+    private static IReadOnlyList<ChatCitation>? GetCitations(StreamingChatMessageContent streamingContent)
     {
-        Console.WriteLine("Citations:");
+        var message = streamingContent.InnerContent as OpenAI.Chat.StreamingChatCompletionUpdate;
+        var messageContext = message?.GetMessageContext();
 
-        foreach (var citation in citations)
+        return messageContext?.Citations;
+    }
+
+    /// <summary>
+    /// Outputs a collection of <see cref="ChatCitation"/>.
+    /// </summary>
+    private void OutputCitations(IReadOnlyList<ChatCitation>? citations)
+    {
+        if (citations is not null)
         {
-            Console.WriteLine($"Chunk ID: {citation.ChunkId}");
-            Console.WriteLine($"Title: {citation.Title}");
-            Console.WriteLine($"File path: {citation.FilePath}");
-            Console.WriteLine($"URL: {citation.Url}");
-            Console.WriteLine($"Content: {citation.Content}");
+            Console.WriteLine("Citations:");
+
+            foreach (var citation in citations)
+            {
+                Console.WriteLine($"Chunk ID: {citation.ChunkId}");
+                Console.WriteLine($"Title: {citation.Title}");
+                Console.WriteLine($"File path: {citation.FilePath}");
+                Console.WriteLine($"URL: {citation.Url}");
+                Console.WriteLine($"Content: {citation.Content}");
+            }
         }
     }