[R-SIG-Finance] FIX engine integration

Ulrich Staudinger ustaudinger at activequant.com
Sun Feb 17 19:43:44 CET 2013


In addition to my former mail, you don't need plain C, it is very 
convenient to use RCPP.

Sincerely,
Ulrich



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]]
>>>>
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>>> _______________________________________________
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>>
>>
>> --
>> Ulrich Staudinger
>>
>> http://www.activequant.com
>>
>> AQ-R user? Join our mailing list:
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>>
>> 	[[alternative HTML version deleted]]
>>
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>>


-- 
Ulrich Staudinger, ActiveQuant GmbH

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