[R-SIG-Finance] FIX engine integration

[Daniel Cegiełka]

my two cents:

1. keep FIX (engine) outside of R (instances).

2. use rzmq/zeromq as middleware between the FIX engine and R (multi-instances):
http://www.zeromq.org/
https://github.com/armstrtw/rzmq

3. use filtering per topic (symbol subscribe):
http://www.zeromq.org/whitepapers:message-matching

4. You can use QuickFIX but a better option may be a fix8:
http://fix8.org/

Best regards,
Daniel