Chicago station record framed by Mark (5)

I believe the answer is:

depot

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'chicago station' is the definition.
'depot' can be an answer for 'station' (depot is a kind of station). I'm not certain of the 'chicago' bit.

'record framed by mark' is the wordplay.
'record' becomes 'EP' (abbreviation for extended play record).
'framed by' means one lot of letters goes inside another.
'mark' becomes 'dot' (dotting is a kind of marking).
'ep' going into 'dot' is 'DEPOT'.

Can you help me to learn more?

(Other definitions for depot that I've seen before include "Place for storing or despatching goods" , "Storage place" , "Toped (anag.)" , "Bus garage" , "Storehouse or terminus" .)

I've seen this clue in The Times.

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