Message-ID: <CAPLrYESUSJOwcm-a0t6sOQb9VeO-G3bz3e301aeQxLWNzjZecw@mail.gmail.com>
Date: 2013-02-17T20:29:23Z
From: Daniel Cegiełka
Subject: FIX engine integration
In-Reply-To: <1361132184.46524.YahooMailNeo@web2815.biz.mail.ne1.yahoo.com>
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