The source for this recording has sometimes been said to be a radio broadcast. That seems very unlikely on its face, and we have found no evidence that there was a radio broadcast of this tour.
The squawk box seems most likely to have been the source.
The recording is said to have been recorded at the Shubert in Chicago in January 1965. We have no proof this is the case, but there is no particular reason to doubt it. The production ran at the Shubert in Chicago from December 7, 1964, through April 3, 1965.
The recording generally circulates in a version marred by digital clicking affecting around half the recording.