Market Data

Delta1 OCTP Realtime Market Data Service

OCTP Realtime Market Data is Delta1’s low latency market data service leveraging Google’s open source cross-platform Protocol Buffers. Schema templates and sample data are made publicly available on the exchange ftp site. More information regarding development is located on the Developer Resources page. Please see the list below for the content available over the various channels.

  • Market Data Update
    (Top of Book, Full Depth of Book, Trade)
  • Market Data Refresh
    (Top of Book, Full Depth of Book, Last Trade)
  • Product Catalog
    (Start of Day/Refresh)
  • Market State Notifications
    (Open, Close, Halt)
  • Exchange Summary
    (OHLC, Settle, Trading Volume, Open Interest)

Market Data Licensing and Policies

Data distributors and consumers are required to sign a license agreement to receive exchange data and/or redistribute it to clients.

Below are the Market Data policies for direct customers, vendors, sub-vendors and their end-users, as well the fee structure and Market Data agreement documents which govern the use, distribution, display and reporting of OneChicago Market Data. Prior to obtaining Market Data, customers are required to complete the Market Data Questionnaire. Please direct any inquiries to

Market Data License Agreement
Market Data Policies
Market Data Fee Schedule

Market Data Questionnaire
Market Data Incentive Program
Market Data License Fee Waiver Program
Service Facilitator Form

Market Data Vendors

Real-time and delayed price feeds for OneChicago products are also available through a number of quote vendors. Institutions and traders should inquire directly with their current vendor for subscription information, or contact one of the vendors listed below licensed to provide OneChicago market data.

SIX Financial Information Ltd
Thomson Reuters