Developer Resources

Delta1 Trading Platform

Delta1 is OneChicago’s proprietary electronic trading platform for security futures products, that provides for competitive matching of bids and offers via a central limit order book and reporting of bilaterally negotiated block and Exchange of Future for Physical (EFP) transactions.

Market Data

Delta1 market data is disseminated in real-time via the OCTP primary and secondary multicast feeds. OCTP has full refresh and incremental update feeds for both level 1 and level 2 data. Message bodies are encoded with Google Protocol Buffers.

Risk Control

Risk Control is a web application for managing the risk parameters assigned to Risk Groups and. Risk Control is a simple web interface that supports real-time display of the cumulative notional value statistic captured by the risk engines (working orders + filled orders/trades) and management of select risk parameters enforced in real-time. Risk Control is available over general internet and permits only whitelisted IP addresses for access. To request access to Risk Control please submit a Session Request form.

Audit Trail

For Delta1 Trading Front-end users, audit trail is updated incrementally throughout the day to a private SFTP account hosted on Delta1 SFTP servers ( Technical guidance for this file layout is available below. Reports are generated per username and access is registered by completing the SFTP Subscription form. Additionally, A FIX44 API is available for capturing audit trail for FIX Sessions.

Public Content

The exchange provides free publicly available content on a daily basis by way of our public FTP site. Additional information regarding these files and their content is located in A Guide to Delta1.

Billing Reports

The exchange generates a month total summary file for fees associated with services provided by, and transactions entered on, the exchange. This line item summary is delivered monthly to a designated secure FTP directory hosted by the exchange. Please complete the SFTP Subscription form to set up a billing directory to receive billing reports.