Why is it call the windy city?

I believe it had something to do about politics a long time ago the Chi town leaders were boasting about the city to get the Olympics or some other kind of gig to be held there and some other city leader from Ohio or Indiana said the chi town leaders were full of wind, and from then on Chicago was known as the windy city. In todays world I think people call it the windy city because it can get windy there, but I don't think it is the most windy city in the country as far as weather goes.