The Essbase API provides a set of memory management functions, EsxAlloc(), EsxRealloc(), and EsxFree(). These functions, plus all internal API memory allocations, call memory allocation routines pointed to by the AllocFunc, ReallocFunc, and FreeFunc fields of the ESX_INIT_T initialization structure.
If you are using your own custom memory allocation functions, make sure your memory allocation scheme can handle allocating many small memory buffers.