CMCD (Common Media Client Data) is a relatively new specification for player beaconing some of it's state to the server, usually CDN edge.
There is more details here
https://cdn.cta.tech/cta/media/media/resources/standards/pdfs/cta-5004-final.pdf?_ga=2.237181376.133...
In short, it does help CND providers to improve video QoS and user experience
Is there any plans to add CMCD support to Roku device?
So it looks like there is support for a subset of the CMCD spec:
We actually use that data