Hi @chenjihui
You can find Chain consumer examples in the RFA Java, C++ and .NET packages.
The example is called StarterConsumer_Chain and can be found in the Examples\StarterConsumer_Chain folder (C++ /.NET Editions)
The Java version is in package com.reuters.rfa.example.omm.chain.cons which also has some explanatory notes in the chain.html and package.html files located in the Examples\com\reuters\rfa\example\omm\chain and Examples\com\reuters\rfa\example\omm\chain\cons\ folders.
IF you do not have access to the full SDK / Examples folder it can be downloaded from the relevant RFA edition section of this website: TREP APIs