The program is showing you the name of the Sizing:Period object specified in your input file. This is only a unique name, however, I suspect that other inputs in this object are specific to Chicago and should be reviewed and modified as needed. For example, what is the maximum dry-bulb temperature for your location during the specified day in the Sizing:Period object? Does this match the value specified here? There are also other values in this object that should be reviewed.
SizingPeriod:DesignDay,
CHICAGO_IL_USA Annual Heating 99% Design Conditions DB, !- Name
1, !- Month
21, !- Day of Month
WinterDesignDay, !- Day Type
-17.3, !- Maximum Dry-Bulb Temperature {C}
0.0, !- Daily Dry-Bulb Temperature Range {deltaC}
, !- Dry-Bulb Temperature Range Modifier Type
, !- Dry-Bulb Temperature Range Modifier Day Schedule Name
Wetbulb, !- Humidity Condition Type
-17.3, !- Wetbulb or DewPoint at Maximum Dry-Bulb {C}
, !- Humidity Condition Day Schedule Name
, !- Humidity Ratio at Maximum Dry-Bulb {kgWater/kgDryAir}
, !- Enthalpy at Maximum Dry-Bulb {J/kg}
, !- Daily Wet-Bulb Temperature Range {deltaC}
99063., !- Barometric Pressure {Pa}
4.9, !- Wind Speed {m/s}
270, !- Wind Direction {deg}