Answering my own question.

Unfortunately this is not natively supported in the Refinitiv CMakeFiles.

Since the SDK only supports certain platforms, I ended up installing it in a docker image, which then allows any developer to build it locally.

For anyone interested in doing the same, this is the relevant excerpt from my Dockerfile:

ARG REFINITIV_SDK_VERSION=2.0.1.G1
ARG REFINITIV_SDK_TAG=Real-Time-SDK-${REFINITIV_SDK_VERSION}
ARG GCC_VERSION=921
RUN cd /opt \
    && curl -fSL https://github.com/Refinitiv/Real-Time-SDK/archive/refs/tags/${REFINITIV_SDK_TAG}.zip -o ${REFINITIV_SDK_TAG}.zip \
    && unzip ${REFINITIV_SDK_TAG}.zip \
    && mv Real-Time-SDK-${REFINITIV_SDK_TAG} rtsdk \
    && cd rtsdk \
    && cmake -Bbuild \
        -DBUILD_UNIT_TESTS=OFF \
        -DBUILD_EMA_DOXYGEN=OFF \
        -DBUILD_EMA_EXAMPLES=OFF \
        -DBUILD_EMA_PERFTOOLS=OFF \
        -DBUILD_EMA_TRAINING=OFF \
        -DBUILD_EMA_UNIT_TESTS=OFF \
        -DBUILD_ETA_APPLICATIONS=OFF \
        -DBUILD_ETA_DOXYGEN=OFF \
        -DBUILD_ETA_EXAMPLES=OFF \
        -DBUILD_ETA_PERFTOOLS=OFF \
        -DBUILD_ETA_TRAINING=OFF \
        -DBUILD_ETA_UNIT_TESTS=OFF \
        -DBUILD_32_BIT_ETA=OFF \
    && make -C build --jobs ${MAKE_JOBS} \
    && rsync -avr build/install/ /usr \
    && cp Cpp-C/Eta/Libs/CENTOS8_64_GCC${GCC_VERSION}/Optimized/libansi.a /usr/local/lib \
    && cp Cpp-C/Eta/Libs/CENTOS8_64_GCC${GCC_VERSION}/Optimized/librssl.a /usr/local/lib \
    && cp Cpp-C/Eta/Libs/CENTOS8_64_GCC${GCC_VERSION}/Optimized/librsslVA.a /usr/local/lib \
    && cp Cpp-C/Ema/Libs/CENTOS8_64_GCC${GCC_VERSION}/Optimized/libema.a /usr/local/lib \
    && cd /opt \
    && rm ${REFINITIV_SDK_TAG}.zip

It installs the source into `/opt/rtsdk`, and copies the relevant static libraries to `/usr/local/lib`.

Later, in my `CMakeLists.txt` I can create an INTERFACE target which imports all the relevant parts of the sdk.

set(RTSDK_SRC /opt/rtsdk)
set(Ema_SOURCE_DIR ${RTSDK_SRC}/Cpp-C/Ema)

find_library(LIB_EMA    ema)
find_library(LIB_RSSLVA rsslVA)
find_library(LIB_RSSL   rssl)
find_library(LIB_XML2   xml2)

set(REFINITIV_LIBS
    ${LIB_EMA}
    ${LIB_RSSLVA}
    ${LIB_RSSL}
    ${LIB_XML2}
    Threads::Threads
    dl
    rt
    )

set(REFINITIV_DIRS
    ${Ema_SOURCE_DIR}/Src/Access/Include
    ${Ema_SOURCE_DIR}/Src/Access/Impl
    ${Ema_SOURCE_DIR}/Src/Domain/Login/Include
    ${Ema_SOURCE_DIR}/Src/Rdm/Include
    ${Ema_SOURCE_DIR}/Src/Include
    ${Ema_SOURCE_DIR}/Src
    )

set(REFINITIV_OPTS
    "-D__EMA_STATIC_BUILD__"
    "-D__EMA_COPY_ON_SET__"
    -Wno-old-style-cast
    -Wno-ignored-qualifiers
    -Wno-non-virtual-dtor
    )

add_library               (rtsdk INTERFACE)
target_link_libraries     (rtsdk INTERFACE ${REFINITIV_LIBS})
target_include_directories(rtsdk INTERFACE ${REFINITIV_DIRS})
target_compile_options    (rtsdk INTERFACE ${REFINITIV_OPTS})

Now in my own source I just link against `rtsdk`.

I do believe rtsdk should provide an INSTALL target in their CMakeLists.txt, but in lieu of this the above may be help to others

@steve.l

I don't know much about cmake. However, if you download the released package, the package contains almost everything that you need to compile and build applications.

For example, the EMA's include files are in the <EMA root>\Cpp-C\Ema\Src directory. The libraries are in the <EMA root>\Cpp-C\Ema\Libs library.

You can refer to the EMA C++ Compiler Settings tutorial as a guideline to create a make file.

I think I am also confused by the state of affairs.

The link @Jirapongse posted offers information on how to configure either Visual Studio or a Makefile, given the downloaded and unzipped SDK. But it does not help to configure a CMake build.

I think the question @steve.l has is my own: if I use CMake to configure my own C++ project, how am I supposed to configure it to use the SDK libraries?

As far as I understand, the SDK has it's own CMake support to build itself, but there is no offering to consume the libraries from my own project.

I suggest having a readily available CMakeLists.txt file somewhere, so that in my own CMakeLists, the one I use to build *my* project, I can just

add_subdirectory(<EMA-Root>/CMake-for-SDK-clients)
target_link_libraries(my_own_library PRIVATE libema)

and It Just Works

I'm trying to do this with the top-level CMakeLists under RTSDK-2.0.2.E1.win.rrg, but it doesn't work.

I guess that, if there is no other solution, I'll have to create my own IMPORTED targets to consume the SDK in Windows, just as the OP did for Linux... :(

FWIW, here is the CMakeLists.txt I am using for the step1 tutorial (https://developers.refinitiv.com/en/api-catalog/refinitiv-real-time-opnsrc/rt-sdk-cc/tutorials#ema-consumer-creating-a-barebones-ema-consumer-application), with values hardcoded for: SDK Root directory, Windows, VS2019, Debug, static libraries.

As I already mentioned, it would be better if this worked out-of-the-box for all supported platforms and build variants, instead of having to reinvent the wheel.

cmake_minimum_required(VERSION 3.20 FATAL_ERROR)

# Project name and a few useful settings
project(step1
        VERSION 1.0
        LANGUAGES CXX)

set(RTSDK_ROOT C:/Real-Time-SDK-2.0.2.E1.win/RTSDK-2.0.2.E1.win.rrg)

set(RTSDK_INCLUDES 
 ${RTSDK_ROOT}/Cpp-C/Ema/Src/Access/Include
 ${RTSDK_ROOT}/Cpp-C/Ema/Src/Domain/Login/Include
 ${RTSDK_ROOT}/Cpp-C/Ema/Src/Rdm/Include
 ${RTSDK_ROOT}/Cpp-C/Ema/Src/Include
 ${RTSDK_ROOT}/Cpp-C/Ema/Src
 ${RTSDK_ROOT}/Cpp-C/Eta/Include/Reactor
 ${RTSDK_ROOT}/Cpp-C/Eta/Include/Util
 ${RTSDK_ROOT}/Cpp-C/Eta/Include/RDM
 ${RTSDK_ROOT}/Cpp-C/Eta/Include/Codec
 ${RTSDK_ROOT}/Cpp-C/Eta/Include/Transport
 ${RTSDK_ROOT}/Cpp-C/Eta/Impl/Util/Include
 ${RTSDK_ROOT}/Cpp-C/Eta/Utils/Libxml2
 ${RTSDK_ROOT}/Cpp-C/Eta/Utils/Libxml2/include/libxml
 ${RTSDK_ROOT}/Cpp-C/Eta/Utils/Libxml2/include
)

set(RTSDK_LIBS 
 ${RTSDK_ROOT}/Cpp-C/Ema/Libs/WIN_64_VS142/Debug_MDd/libema.lib
 ${RTSDK_ROOT}/Cpp-C/Eta/Libs/WIN_64_VS142/Debug_MDd/libansi.lib
 ${RTSDK_ROOT}/Cpp-C/Eta/Libs/WIN_64_VS142/Debug_MDd/librssl.lib
 ${RTSDK_ROOT}/Cpp-C/Eta/Libs/WIN_64_VS142/Debug_MDd/librsslVA.lib
 Ws2_32.lib
 wininet.lib
 Iphlpapi.lib
 crypt32.lib
)

set(RTSDK_DEFINES
 __EMA_STATIC_BUILD__
)

add_library               (rtsdk INTERFACE)
target_link_libraries     (rtsdk INTERFACE ${RTSDK_LIBS})
target_include_directories(rtsdk INTERFACE ${RTSDK_INCLUDES})
target_compile_definitions(rtsdk INTERFACE ${RTSDK_DEFINES})

add_executable(step1 Consumer.cpp Consumer.h)

target_link_libraries(step1 PRIVATE rtsdk)