Я нашел решение:
private void subscribe()
{
ParseQuery<ParseObject> liveQuery = new ParseQuery<ParseObject>("Object").WhereEqualTo("u", u);
subscription = liveQueryClient.Subscribe<ParseObject>(liveQuery).HandleEvent(Parse.LiveQuery.Subscription.Event.Create, new Parse.LiveQuery.Subscription.EventCallback<ParseObject>(parseLiveQueryCallback));
}
private void parseLiveQueryCallback(ParseQuery<ParseObject> q, ParseObject o)
{
//Actions here
}