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comp.lang.ruby

Financial Information exchange (FIX) protocol and ruby

Dejan Dimic

5/14/2007 6:25:00 PM

Does anybody have worked with quickfix or any other Financial
Information exchange (FIX) protocol library or engine using ruby?
I am especially interested in engine that can be used on Linux and/or
Windows operating systems.

3 Answers

Dejan Dimic

5/15/2007 7:56:00 AM

0

On May 14, 8:24 pm, dima <dejan.di...@gmail.com> wrote:
> Does anybody have worked with quickfix or any other Financial
> Information exchange (FIX) protocol library or engine using ruby?
> I am especially interested in engine that can be used on Linux and/or
> Windows operating systems.

My goal is to incorporate a FIX protocol in some application of mine.
At the moment I just do a research to find what my options are.

Personally I would like to use a ruby FIX engine but if no such exists
I will engage in an effort to building it.

The QuickFix has a ruby wrapper but it doesn't work on Windows, at
least that's what I find in documentation.

R. Mark Volkmann

5/15/2007 4:01:00 PM

0

On May 15, 2007, at 3:00 AM, dima wrote:

> On May 14, 8:24 pm, dima <dejan.di...@gmail.com> wrote:
>> Does anybody have worked with quickfix or any other Financial
>> Information exchange (FIX) protocol library or engine using ruby?
>> I am especially interested in engine that can be used on Linux and/or
>> Windows operating systems.
>
> My goal is to incorporate a FIX protocol in some application of mine.
> At the moment I just do a research to find what my options are.
>
> Personally I would like to use a ruby FIX engine but if no such exists
> I will engage in an effort to building it.
>
> The QuickFix has a ruby wrapper but it doesn't work on Windows, at
> least that's what I find in documentation.

Have you considered using a Java-based FIX engine from JRuby?
Currently JRuby is a little slower than standard Ruby, but the JRuby
developers say that's just a temporary situation. If the Java-based
FIX engine has acceptable performance then using JRuby to access it
seems like a good solution.

BTW, my company has a lot of experience with FIX. We even offer
classes on FIX. If you need help with this, contact spence_m@ociweb.com.


Dejan Dimic

5/16/2007 6:45:00 AM

0

On May 15, 6:01 pm, Mark Volkmann <m...@ociweb.com> wrote:
> On May 15, 2007, at 3:00 AM, dima wrote:
>
> > On May 14, 8:24 pm, dima <dejan.di...@gmail.com> wrote:
> >> Does anybody have worked with quickfix or any other Financial
> >> Information exchange (FIX) protocol library or engine using ruby?
> >> I am especially interested in engine that can be used on Linux and/or
> >> Windows operating systems.
>
> > My goal is to incorporate a FIX protocol in some application of mine.
> > At the moment I just do a research to find what my options are.
>
> > Personally I would like to use a ruby FIX engine but if no such exists
> > I will engage in an effort to building it.
>
> > The QuickFix has a ruby wrapper but it doesn't work on Windows, at
> > least that's what I find in documentation.
>
> Have you considered using a Java-based FIX engine from JRuby?
> Currently JRuby is a little slower than standard Ruby, but the JRuby
> developers say that's just a temporary situation. If the Java-based
> FIX engine has acceptable performance then using JRuby to access it
> seems like a good solution.
>
> BTW, my company has a lot of experience with FIX. We even offer
> classes on FIX. If you need help with this, contact spenc...@ociweb.com.

Definitely I should test the Java thought JRuby solution.