EMDR is 'fed' data by player uploads. There are a number of clients that can be used to chip in, outlined in more detail on :doc:`uploading`.
Uploader applications monitor the EVE Online cache files on your machine, which are populated with market data as you browse around the in-game market dialogs.
Individual market orders are uploaded, along with market history (if you switch to history tabs for items).
Most well-designed uploader applications use small enough amounts of CPU and bandwidth as to run unnoticed.