From: Mark Volkmann <mark@...>
Date: 2007-05-16T01:01:06+09:00
Subject: Re: Financial Information exchange (FIX) protocol and ruby

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.