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The diagram only indicates how the information flows. The conversion functions mapping ROS messages to DDS messages are being generated for each DDS implementation (using their native vendor-specific DDS types). As input these templates only need the message definitions - it doesn't need any information from the .idl files - since those are generated from the message definitions themselves they don't contain any more information.

For the generated source code there is a dependency from the conversion functions on the DDS message classes as they are in e.g. C++ being included.

I am not sure what "read and write operations" you are intending to do. You will find the .idl files after building a package under <install>/share/<pkgname>/msg|srv/dds_connext|dds_opensplice. They are being generated and installed by the rosidl_generator_dds_idl package.