Windy City (8 Nov. 1881?)

[Frank Abate]

Barry P asked if the following refers to Buffalo or Chicago:

>>
_Vanderbilt Fires Off His First Fast Train_
   _Along the Borders of the Lakes_
      _Toward the Windy City._
<<

It is a good question.  My surmise is that it refers to Chicago, and the
reason is the use of the plural "Lakes".  The RR that would go along several
of the (Great) Lakes would more likely be one to Chicago.  It is possible
that the reference is to the Finger Lakes of NY State, but I think the Great
Lakes and Chicago are far more likely, given the "nationwide" import of the
article.

Is Buffalo even that windy?  I know it is snowy, but is it notoriously
windy?  Was it ever referred to as the "Windy City", even locally or
in-state?

Frank Abate