Data contracts have nothing to do with constructors. Therefore, when you create your proxy server on the client, you will only get a class that implements a contract with data.
If you want to add a similar constructor on the client side (suppose the generated type is called SomeDataItem), you can add it using a partial class:
public partial class SomeDataItem { public SomeDataItem(int a, int b) { A = a; B = b; } }
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