(1) In the Client code, define your common data, we'll use a string of text in this example (can also be of binary type):

Code:
char sharedData[] = "Common Data To Be Shared"; 
MyCommonData commonData(sharedData);
(2) Use Symphony API to set Common Data for Session Attributes:

Code:
SessionCreationAttributes attributes; 
attributes.setCommonData(&commonData);
(3) Use Symphony API to create Session using the defined Attributes:

Code:
SessionPtr sesPtr = conPtr->createSession(attributes);
The Sharing Data Sample that comes with Symphony DE specifically demonstrates the use of Common Data (Developer Knowledge Centre -> Application Samples -> Sharing Data).

Note: The way to do this in Symphony is to send the same common data to all sessions. This common data is only for initial data. Symphony can handle common data up to 500 megabytes for one session.
If your sessions have intermediate results that need to be shared, there is no simple way to do this in Symphony. You should consider using a third-party central data store like a database, data-cache or file system share to store the intermediate data.