Funny story though it isnt true, of course. Apparently the picture is from several years ago and was taken in South Carolina. Obviously, the cop in short sleeves wasn't working like that in IL today with the -50 windchill.
There is another story, this one true, about crews lighting train tracks on fire to warm them up and keep the metal from fracturing in the extreme cold:
https://jalopnik.com/chicago-is-so-ridiculously-cold-that-the-railroad-track-1832177510