UpdateConnection.cs

    public static void UpdateConnection()
    {
        var insightApi = new InsightApiClient();
        string login = "Administrator";
        string password = "password";
        Guid sessionId = insightApi.Login(login, password, null, EApplicationType.Admin);
        var project = insightApi.GetProjectsDescriptions(sessionId, null)[0];

        // update global connection
        var connInfo = new ConnInfo
        {
            ConnectionString = "Data Source=<server>;Initial Catalog=<dbname>; User Id=<user>;Password=<password>;",
            DatabaseTypeName = "MS SQL Server",
            ProviderName = "" // if empty then default provider will be used based on database type (MS SQL - sql, Oracle - odp, MySql 5 - cn)

        };
        var connInfos = new [] { connInfo }; // add multiple to use multiple connections

        // update global connection (from Admin console)
        insightApi.UpdateConnection(sessionId, Guid.Empty, Guid.Empty, "GlobalConnectionName", connInfos, null);
        // update data source connection from project
        insightApi.UpdateConnection(sessionId, project.ProjectId, Guid.Empty, "DataSourceName", connInfos, null);
    }