What dananio wanted to say is that you 'll need an ASCII dump of your database.
Is it possible to recreate the database schema from Oracle in your informix database?
In many cases, the application provides a tool to do these dumps. ERP systems like SAP is able to do it.
Anyway. if you don't want to use the ASCII dump:
Oracvle -> File
File -> Informix
you can use the Enterprise Gateway Manager from Infromix. This tool can connect to an Oracle database from an infromix database.