The planned presidential visit to Chicago in November 1963 most likely had to be cancelled because of warnings about a possible assassination plot that had been made to the Secret Service and Chicago police.
The FBI had warned that a four-man hit team of what [Edwin] Black [reporter for Chicago Independent] described as “rightwing para-military fanatics, armed with rifles and telescopic sights,” and possibly including Cubans or Mexicans, was in Chicago gunning for the president. Two suspected members of the team were being interrogated, but the two others were thought to be loose in the city Where Kennedy was to ride in a motorcade though a warehouse district to the Conrad Hilton Hotel, where he was to stop before the game after making a hairpin turn on the the Northwest Expressway. A possible “patsy” had been apprehended, a Chicago mirror image of what Oswald was said to be: Thomas Arthur Vallee was a thirty-years-old ex-Marine who had been assigned to a U-2 base in Japan, had been diagnosed as a paranoid schizophrenic by military doctors, and later had trained anti-Castro Cubans to assassinate Castro.
Vallee had a job in a warehouse overlooking Kennedy’s planned motorcade route. Vallee angrily blamed Kennedy for the failure of the Bay of Pigs invasion. But Vallee was arrested by the Chicago police at 9 a.m. after being found with weapons and ammunition. When interviewed years later by Black in Houston, Vallee still maintained he had been framed as part of “Soldiers Field. The plot against John F. Kennedy.” If the plot had not been interrupted and the presidential trip cancelled fifteen minutes after Valee’s arrest, less than two hours before Kennedy was scheduled to arrive in Chicago, he might have been assassinated on the same day as the South Vietnamese president [Ngo Dinh Diem].
And Black reported that the initial warning came in a tip from an FBI informant named “Lee.”
(Joseph McBride, Into the Nightmare)