First off, as Richard says, don't use - use a
List<T>
instead. It's much easier to use as well as safer.
Then it's just a case of declaring it in your class:
private List>MyData> theList = new List>MyData>();
And then filling it:
private void AddAValue(double value)
{
theList.Add(new MyData() {Timestamp = DateTime.Now, Value = value});
}