[R-SIG-Finance] FIX engine integration
Daniel Cegiełka
daniel.cegielka at gmail.com
Sun Feb 17 21:29:23 CET 2013
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
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