Myself and my family will fly soon from MAD to ORD on IB (paid AA ticket).

The day before we fly from LHR to MAD on BA using an Avios reward saver.

Will I be able to check baggage from LHR via MAD to ORD, given the LHR-MAD and MAD-ORD are on different days and the two flights are on different tickets.

Thanks in advance.