Citadel comes with a ODBC driver. This driver can be used with other applications to read Citadel historical data into your application. Since I am not really familiar with OSI Pi, you might figure out if OSI Pi is an ODBC client and if you can send SQL queries from it to retrieve Citadel data.
A good starting point is followinig link:
Accessing Citadel Data from Other SoftwareHope this helps (a little bit)
Roland