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 (e-mail address removed).
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