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 (sftp.onechicago.com). 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.