The reason I guessed Pittsburg was due to a painting that Graig did of Honus Wagner which turns out to have been at Chicago's West Side Grounds. A further look on the internet revealed that the Cubs played there from 1893 to 1915
Link. Probably what would be more telling are the clothes styles depicted. Were these grown-up Terrors of America wearing high collars and bowler hats in the 1890s? Possibly.