If you want to convert the incoming payload to JSON then you will need to parse / iterate through the payload and convert to JSON yourself - we do not provide JSON conversion helpers with EMA.
Not sure what your implementation requirement is exactly - but if all you want to do is convert streaming data to JSON format then you could consider using our Websocket API instead - this uses JSON messages as the data format and therefore may be more suitable i.e. you send JSON message requests to the server and it responds with a JSON payload.
You will find examples in various programming languages on the Download tab.
Full JSON message format documentation is available here.