[R-SIG-Finance] FIX engine integration

[Ulrich Staudinger]

Well ..... There is AQ-R, which you can use to plug into an ActiveQuant 
Master Server. AQ-R has real time messaging based on STOMP in it.
That means, you can react to messages and send new messages to channels ...

I'll leave it to the educated reader how to put these puzzle pieces 
together.



On 02/17/2013 07:32 PM, sidharth mallik wrote:
> But has anybody attempted it already ? also FIX engines have
> surprisingly not been implemented too much in C. will that be a
> hindrance ? I can collaborate in this project if somebody wants to
> make it. I already am making an algo trading platform in C. this would
> just be an add on to it.
>
> On 2/17/13, Ulrich Staudinger <ustaudinger at activequant.com> wrote:
>> I agree, you should get some consultant that has R expertise and automated
>> trading expertise. You might even check out the person that wrote this
>> email for this. In any case, you are best advised to get someone with
>> experience and work with them.
>>
>>
>>
>> On Sun, Feb 17, 2013 at 7:01 PM, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
>>
>>> This isn't a a question per se. The simplest fastest way is to hire
>>> someone.
>>>
>>> The next best "question" is to carefully construct a request as to what
>>> you have done, what research you've done and what parts you are missing.
>>>
>>> Best
>>> Jeff
>>>
>>> Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com
>>>
>>> www.lemnica.com
>>>
>>> On Feb 17, 2013, at 11:30 AM, Paul Kent <paulkent7 at aol.com> wrote:
>>>
>>>> Hi All,
>>>>
>>>> We are considering porting some automated trading strategies to R.
>>>>
>>>> Please can you advise me on FIX integration for trading:
>>>>
>>>> The simplest and quickest way to do this
>>>>
>>>> The most common/popular way of during this
>>>>
>>>> The best (fastest/most robust) way of doing this.
>>>>
>>>> Thanks
>>>>
>>>> Paul
>>>>
>>>>     [[alternative HTML version deleted]]
>>>>
>>>> _______________________________________________
>>>> R-SIG-Finance at r-project.org mailing list
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>>>> -- Also note that this is not the r-help list where general R questions
>>> should go.
>>>
>>> _______________________________________________
>>> R-SIG-Finance at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>> -- Subscriber-posting only. If you want to post, subscribe first.
>>> -- Also note that this is not the r-help list where general R questions
>>> should go.
>>>
>>
>>
>> --
>> Ulrich Staudinger
>>
>> http://www.activequant.com
>>
>> AQ-R user? Join our mailing list:
>> http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/aqr-user
>>
>> 	[[alternative HTML version deleted]]
>>
>> _______________________________________________
>> R-SIG-Finance at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>


-- 
Ulrich Staudinger, ActiveQuant GmbH

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E: ustaudinger at activequant.com

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