[R-SIG-Finance] R Implementation of FIX

[Spencer Graves]

      I'm not familiar with the "Financial Information eXchange" 
protocol, but RSiteSearch("financial information exchange") produced 5 
hits for me just now.  Two of these referenced HighFrequencyDataTools 
{fCalendar} and MarketStatistics {fBasics}.  RSiteSearch("download", 
"functions") produced 75 hits, and h("download financial data", 
"functions") returned only 4 hits. 

      If you'd like further help from this list, please submit another 
post.  When you do, please outline very briefly what you've tried and 
include a simple, self-contained example of something that seemed the 
closest to what you want, explaining its deficiencies. 

      Hope this helps. 
      Spencer Graves

Tom Johnson wrote:
> Does anyone please know of an example of R (or S-Plus) code being used to
> implement the FIX ("Financial Information eXchange") protocol for
> communicating securities transactions between two parties?  I only know of
> implementations in C++, Visual Basic, Delphi, Java, etc.  Thanking you for
> any leads,  Tom
>
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