His father brought the family to America in 1845, settling on a farm in Cattaraugus County, New York, where he grew up and received his education.

[2] In 1873, O'Day began constructing pipelines of his own, of which the first was the American Transfer Line which ran from Emlenton to the producing fields of Clarion County.

These consolidated into the United Pipe Lines System which became the National Transit Company, of which he was an executive until his death when he was serving as vice president.

[1] O'Day donated $10,000 towards the $30,000 construction cost of St. Mary's, a Roman Catholic church in Deal, New Jersey, near his country estate.

Together, they lived at 128 West 72nd Street and were the parents of eleven children, including:[3] O'Day died on September 13, 1906, while on vacation in Royan, France, due to an arterial hemorrhage, likely caused by overwork.