The county tax assessors office can give you access to that data. Be advised you will need to do a lot of data sifting and be aware, those records may not be as accurate as you want to believe. For the most part, owners don't want the tax assessor on their land on in their house.
The data you will find will not be current. Comprehensive data will start about going back four months.
Unfortunately, the tax assessor has no clue regarding days on market.
The good news is folks like myself swim in these numbers everyday. And we are happy to share them with you. We can do in minutes what will take you hours to compile and our numbers will be current, relevant and you will have a guide to help interpret the data.
Pick up phone and give a Chicago REALTOR a call.