Metra Bicycle Policy 2012 For 2012, bicycles are permitted on all weekday trains arriving in Chicago after 9:30 A.M. and leaving Chicago before 3:00 P.M. and after 7:00 P.M., and on all weekend trains, with the following exceptions:
- All days during Taste of Chicago - July 11, 2012 to July 15, 2012
- Lollapalooza - August 3, 2012 to August 5, 2012
- Air & Water Show - August 18, 2012 & August 19, 2012
So, since you do the opposite (leave chicago in the morning, come back at night) of everyone else, it looks like you're in the clear.