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According to Tommy Budd (originally a Chicago native), the history behind how Windy City began can be summed up in three words: "from the Jam." Between music projects back in 1997, Budd started running two blues jams -- Blueberry Jam -- one in the Gaslamp and the other in Morena.
Establishing contact with serious blues players coming in to play after their day (or sometimes after their own band showcases), eventually Windy City was formed.