R Implementation of FIX
I'm not familiar with the "Financial Information eXchange"
protocol, but RSiteSearch("financial information exchange") produced 5
hits for me just now. Two of these referenced HighFrequencyDataTools
{fCalendar} and MarketStatistics {fBasics}. RSiteSearch("download",
"functions") produced 75 hits, and h("download financial data",
"functions") returned only 4 hits.
If you'd like further help from this list, please submit another
post. When you do, please outline very briefly what you've tried and
include a simple, self-contained example of something that seemed the
closest to what you want, explaining its deficiencies.
Hope this helps.
Spencer Graves
Tom Johnson wrote:
Does anyone please know of an example of R (or S-Plus) code being used to
implement the FIX ("Financial Information eXchange") protocol for
communicating securities transactions between two parties? I only know of
implementations in C++, Visual Basic, Delphi, Java, etc. Thanking you for
any leads, Tom
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