Lamp is put up over entrance (9)

I believe the answer is:

sidelight

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'lamp' is the definition.
(sidelight is a kind of lamp)

'is put up over entrance' is the wordplay.
'put up' is a reversal indicator.
'over entrance' becomes 'delight' (I can't explain this - if you can you should believe this answer much more).
'is' backwards is 'si'.
'si'+'delight'='SIDELIGHT'

Can you help me to learn more?

(Other definitions for sidelight that I've seen before include "Car part" , "Additional or incidental information" , "thin illumination" , "Small illumination (on car)" , "Visible warning" .)

I've seen this clue in The Times.

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