 ODay akaberekerwa muChicago, ari mwanakomana womunjiniya wezvitima James ODay 1885 nomudzimai wake Margaret 1895, avo vakanga vatama vachibva kuIreland uye vose vaiva matsi. Vaviri ava vakava nevana vanomwe: Daniel 1898, James Jr. pamberi pa1895, Catherine 1901, Henry, Margaret pamberi pa1895, Mary McNamara 1924, naJoseph 18701885. VaODay pakutanga vakagara muBuffalo, New York; pakati pemakore ekuma1850, vakanga vatamira kuCincinnati, uye vakatamira kuChicago munenge muna 1858. Henry akaberekerwa munharaunda yeEwing Street yakazotumidzwa zita rokuti Cabrini Street neJefferson Street, yaiva nechokumusoro kwechivanze chimwe chete kubva pakatanga Moto weChicagomuna 1871; zvisinei, na1870, mhuri yakanga yatamira anenge mamaira maviri kumadokero ku1022 W. Jackson Street yakanyorwazve muna 1909 se2433 W. Jackson Boulevard, iyo yakaramba iri nzvimbo yekugara yemhuri kusvika pakutanga kwezana ramakore rechi20. ODay akashanda somugadziri wemvura muChicago asati apinda mubaseball yakarongwa. 