This is a great question. The first step in any good research project is to know what is out there in terms of sources. I would also say that one source is not the best approach. To get past the blind spots and biases of all sources, you will need multiple sources. Here is a basic way to start your research.
First, you can go through the archives of newspapers in the library. For example the first edition of the Chicago Tribune was in 1847. So, you can read the headlines between 1870-1900 to get a relatively quick overview of what the times were like. Most likely, this material is also digitized. So, you can do quicker and more efficient searches.
Second, I would try to read a few books on what Chicago was like from that time period. At a library, do some searches about Chicago and look at publication dates.
Third, go through online databases and look through journals. Universities have subscriptions to databases like JSTOR, which has hundreds of journals. Key word searches can do wonders. For example, look for topics like crime, poverty, wealth, and the like. You will get lots of information.