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  1. Connect to a FIX Gateway

    Access to a Delta1 TPI is provided through a FIX interface (What is FIX? https://www.fixtrading.org/what-is-fix/) hosted on a Delta1 FIX44 API Gateway. DeltaOne is a no-install Java based trading front-end for the Delta1 - FIX Gateway. Dual access to both and  is provided through a single user access credential. To co
    Public DocumentationOct 31, 2019
  2. Pricing and Fee Schedules

    All fees relating to the below schedules are described on each firm's monthly invoice (PDF) as well as the Total Billing File https://ftp.onechicago.com/development/resources/billing_reports/BILLING_TOTAL_Technical_Specifications.pdf and respective supplemental files delivered to each firm's dedicated SFTP account. See
    Public DocumentationNov 01, 2019
  3. Proprietary Real-time Market Data

    The exchange provides the following licensed products for accessing real-time Delta1 Market Data. Note that access to Market Data through the listed products below requires a Market Data License Agreement https://ftp.onechicago.com/documentation_center/service_agreements/OneChicago_Market_Data_License_Agreement.pdf. Se
    Public DocumentationOct 28, 2019
  4. DeltaOne "Read-only" Session

    A read-only session can be assigned to a firm for viewing Delta1 markets. A read-only session has the same setup requirements as a traditional session and can easily be enabled for order entry and trade reporting should the firm desire. Overview: What's available? Live Market Data -  See best bids and offers in r
    Public DocumentationOct 31, 2019
  5. Delta1 User Access 

    See the Fee Schedule to the Delta1 User Agreement https://ftp.onechicago.com/documentation_center/fee_schedules/Fee_Schedule_Delta1_User_Agreement.pdf brief for a PDF version of this item.  Firms are billed on the third business day of each month. Fees are debited on a monthly basis from a firms clearing account at
    Public DocumentationOct 29, 2019
  6. Network Connectivity

    See the Fee Schedule to the Connectivity Service Agreement https://ftp.onechicago.com/documentation_center/fee_schedules/Fee_Schedule_Connectivity_Service_Agreement.pdf brief for a PDF version of this item. Firms are billed on the third business day of each month. Fees are debited on a monthly basis from a firms cle
    Public DocumentationOct 29, 2019
  7. Market Data License

    See the Fee Schedule to the Market Data License Agreement https://ftp.onechicago.com/documentation_center/fee_schedules/Market_Data_Fee_Schedule.pdf brief for a PDF version of this item.  Firms are billed on the fifteenth business day of each month Invoices are sent from a third-party service (TCB Data) Visi
    Public DocumentationOct 29, 2019
  8. Implied Rates on Delta1

    Implied rates for all order and trade data is made available via Proprietary Real-time Market Data services and on-screen through the DeltaOne Trading Front-end.  Overview: How Rates are Derived Interest rates are calculated and published as a decimal represented annualized yield using a simple interest calculatio
    Public DocumentationNov 05, 2019
  9. Introducing Rate-Overlay for DeltaOne

     Real-time Implied Rates on DeltaOne Rate-Overlay On the DeltaOne Trading Front-end a recalculation is applied to the implied rate market data field that reflects real-time changes in the future value of leg prices as well as the component weighted present value of future components. Updates to the implied rates at
    Public DocumentationNov 13, 2019
  10. ONE Product Complex

    Once daily, the exchange publishes a comprehensive export of the ONE Product Complex or OPC on our public FTP site (https://ftp.onechicago.com/opc/ https://ftp.onechicago.com/opc/). This export includes detailed relational mappings for product listings, their associated components, and all available contracts. Historic
    Public DocumentationNov 12, 2019