Green’s Dictionary of Slang

jockies n.

In exclamations

by jockies! (also by Jockey!)

(US) euph. for by Jesus!

1835		A.B. Longstreet Georgia Scenes (1848) 75: By Jockey, soon as they seize him, you’ll see me down upon him like a duck upon a June-bug.
1909		J. Ware Passing Eng. of the Victorian Era 160/1: Jockies, By (American-Provincial). Said to be survival of early English; ‘By Jesus’ cries.