How to generate SDP file from FFMPEG
https://stackoverflow.com/a/16469378/2097284 explains in more detail how to make the .sdp file, and how to pass that to ffplay.
FFMPG generates a SDP file when specified with -sdp_file path/to/file
Documentation excerpt:
-sdp_file file (global) Print sdp information for an output stream to file. This allows dumping sdp information when at least one output isn’t an rtp stream. (Requires at least one of the output formats to be rtp).
Just in case anyone was looking to find how to do this with ffmpeg C code, you can use av_sdp_create to generate an sdp string