Why is Chicago called the windy city?

It is misleading to say that Chicago is a windy city although it is like Wellington in New Zealand - attracting wind and inotable for the number of windy days and the strength of the wind.

True, gusts come off Lake Michigan but Chicago is windy in general.However, iIt gained the name of windy city because a prominent person stated that its politicians were full of hot air, i.e. he didn't think much of their arguments.