[R-SIG-Finance] R Implementation of FIX
edd at debian.org
Thu Oct 26 20:02:17 CEST 2006
On 18 October 2006 at 21:23, 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
Your best best, IMHO, is to take one of those C++ libraries and to write some
R glue code. Or to higher someone who can do it for you.
There are numerous example packages on CRAN which do exactly that: provide R
access to and from external libraries, often written in C, C++ or Fortran.
Hell, there are no rules here - we're trying to accomplish something.
-- Thomas A. Edison
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