mauld:
You may have a tough time finding a hotel in downtown Chicago with an outdoor pool since it could only be used about 3-4 months out of the year. When I was on a river tour last weekend, though, I did notice that the Sheraton Towers Chicago right on the river does have a sundeck. Seems like it's a very nice hotel but haven't stayed there. Hope this helps.
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Regards,
- Anna