In this paper, we study delay-aware cooperative online content caching with limited caching space and unknown content popularity in dense small cell wireless networks. We propose a Cooperative Online Content cAching algorithm (COCA) that decides in which BS the requested content should be cached with considerations of three important factors: The residual cache space in each small cell basestation (SBS), the number of coordinated connections each SBS establishes with other SBSs, and the number of served users in the coverage area of each SBS. In addition, due to limited storage space in the cache, the proposed COCA algorithm eliminates the least recently used (LRU) contents to free up the space. We compare the delay performance of the proposed COCA algorithm with the existing offline cooperative caching schemes through simulations. Simulation results demonstrate that the proposed COCA algorithm has a better delay performance than the existing offline algorithms.