ThingWorx provides multiple ways to deliver your data to the server. You can choose from the C based EMS to your own C application that uses the C SDK as well as SDKs for many popular languages but what can you do if the device you want to collect data on is so small that it need a very lightweight data delivery method. Normally you would consider using the REST web service interface and writing your own custom client to post your data by there is an alternative, MQTT. MQTT is a lightweight protocol that can be used from an Arduino with an Ethernet Shield that can stream real time data directly to ThingWorx by installing the MQTT Marketplace Extension on your server.
To learn more about how this kind of solution worked, I created this slide deck while building a hardware example: