RFA.NET does not compatible with .NET Core SDK. It's the C++/CLI library build on top of RFA C++ for windows. It builds with .NET Framework 4.x and requires VC++ runtime. If you wish to build a new application for streaming price using .NET Core SDK. I would suggest you try WebSocket API instead. You can use any programming that supports the WebSocket client library to connecting to the WebSocket server on the local Real-Time Distribution System or Refinitiv Data Platform.
You can find the list of supported Compilers for Refinitiv Real-Time APIs (including RFA) in the API Compatibility Matrix document. The file named should be "api-compatibility-matrix.xlsx".