The coal train you're seeing (taking a guess here, without knowing the train #) originates at British Columbia, CA mines and runs the C&M Sub to Tower A5, makes a right onto the Elgin Sub, and heads west to Spaulding, IL, and is handed off the the EJ&E, which delivers it to a steel mill in Indiana (Burns Harbor, I believe).
If you're seeing that train in the evening, Monday through Friday, then that's the one I'm talking about. CPR "holds it back" out of the "Scoot Zone" until the evening rush is over, so the Spaulding interchange doesn't foul up the Metra trains on the Elgin Sub. Same thing in reverse for the empties coming out of Spaulding. On Saturday and Sunday, with a bigger operating window, those coal trains do operate in daylight...