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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

Thread (13 messages)

Paul Kent FIX engine integration Feb 17 Jeff Ryan FIX engine integration Feb 17 Ulrich Staudinger FIX engine integration Feb 17 sidharth mallik FIX engine integration Feb 17 Ulrich Staudinger FIX engine integration Feb 17 Ulrich Staudinger FIX engine integration Feb 17 Frank FIX engine integration Feb 17 Ulrich Staudinger FIX engine integration Feb 17 sidharth mallik FIX engine integration Feb 17 Ulrich Staudinger FIX engine integration Feb 17 Thomas P. Fuller FIX engine integration Feb 17 Daniel Cegiełka FIX engine integration Feb 17 Andrew Piskorski FIX engine integration Feb 18