Flights between NYC and Chicago are usually cheap if you book in advance. I've been able to get $120 round trip many times. The train from NYC to Chicago would take almost a day. You could fly to India in less time!

Do you plan on going to Boston and Chicago to do other things besides visit the Indian markets? Why not visit New York City, which is a half hour train ride away? I'm sure you can find an Indian market in NYC, there seems to be an area for almost every ethnicity there.