FIX is a huge protocol for institutional investors really, are you working at a bank.
Do you have a broker/ did your broker tell you to use FIX or something else. FIX is not generally used on the retail side of the market, and generally API calls are used and these differ depending on which broker you use.
R being a stats language you really need a programming language that can interface with API, for example the Requests library in Python is a good example that can send Http requests and process the response.
An example of brokers with API (non exhaustive)
- Interactive Brokers
and also asked here https://stackoverflow.com/questions/59327/what-online-brokers-offer-apis
I would stay away from FIX if you can as it can cost a lot to actually join the fix protocol as well where as a broker with an API will be free (bar spreads and margin).