There is no IDM_PLOT_ command for segmented lines. However, you can firstly make a line plot by using IDM_PLOT_LINE, and then set the format of this line plot to get the segmented lines.
Here is the example on how to make a line plot and set the format for line plot. To set the segment, you can use the following lines.
tr.Root.Line.Connect.dVal = 3; // 2 = 2 Point Segment, 3 = 3 Point Segment