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 Uploading Market data to EMDR.
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.