Per the Chicago Tribune:

"The Artist (you know, that guy Prince) is throwing the
'Party at the End of Time: 1999 Live' On Dec 11th at the
Brooklyn Academy of Music. The purple one will perform his
entire 1999 album IN SEQUENCE."



{MWC}

As mentioned below, the event will take place in Brooklyn, New York... the Chicago media simply picked up the story.

{MWC}