Since you do not have a special projection in the selection, you can simply call ToDictionaryin the collection. The first lambda expression retrieves the key, the second the value.
Dim dicQuery = toolkitEntities.currentfrontcommoditysymbols.ToDictionary( _
Function(x) x.ShortDesc, _
Function(y) y.CurrentFrontSymbol)
As for your update: the following query should get the desired result:
Dim query = (From d In ctx.projections
Where d.SymbolId <= 42 AndAlso d.Date >= lookbackDate
Join t In ctx.symbols On d.SymbolId Equals t.Id
Let actualRange = d.HighProjection - d.LowProjection
Select New With {
d.Date,
d.SymbolId,
t.Name,
actualRange}).GroupBy(Function(o) o.SymbolId)
.ToDictionary(Function(p) p.Key,
Function(x) x.Select(Function(y) New ProjectionPerformance() With {
.SymbolId = Convert.ToInt32(y.SymbolId),
.ProjectionDate = y.Date.ToString(),
.Name = y.Name,
.ProjectedRange = y.actualRange
}).ToList())
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