But detectives still don't know exactly what happened.
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A doctor who helped treat one of the victims at the stadium spoke with ABC7 Chicago Monday.
Fans have to pass through metal detectors to get inside the park, and now there are questions about whether security failed to properly screen guests attending Friday night's game.
A 42-year-old woman sitting in the left field seats suffered a gunshot wound to the right thigh that exited her calf; a 26-year-old woman suffered a graze wound to her stomach.
"It's still under investigation; we're dispelling a lot of things. It's coming from outside is something that we've almost completely dispelled. But we're still looking at every avenue; it's still under investigation," acting Chicago Police Superintendent Fred Waller said.
Dr. Jeanne Farnan was at the game. And, when she was alerted to the situation, she rushed to help.
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"Her companion had been holding pressure on her right calf, and there was quite a bit of blood on the ground. So, I introduced myself. I told her I was a physician. I asked her what happened. She said that she heard what sounded like a glass bottle break, and then she felt a sharp pain in her leg, and then she started bleeding," Farnan said.
Chicago police initially wanted to end the game after the shooting, but, after talking with the White Sox, they let the game finish.
SEE ALSO: Chicago shooting: 2 women shot during White Sox game at Guaranteed Rate Field, police say
"We made that request initially because we did not know what was going on. We had reports of people being shot at Sox Park, but that wasn't confirmed so we allowed the game to go on, not to create a panic," Waller said.
That decision is now coming into question.
"They weren't sure if the shots came from outside the stadium, from another section or from someone close in their proximity. Given that they should have shut down the game immediately, but to make sure everybody was safe, secondarily, they had a crime scene that they needed to preserve," said Ed Farrell, a retired supervisory inspector with the U.S. Marshals Service.
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Sources said the 42-year-old woman's clothing is being tested for gunshot residue.
Former Chicago Police Superintendent Eddie Johnson said the circumstances are suspicious.
"I did seven years in the detective division. And we had a lot of self-inflicted gunshot wounds. And generally, if it goes, the trajectory is downward, and it goes through the thigh and through the calf or through the bottom leg. Typically, that's a self-inflicted gunshot wound," Johnson said.
But police said there was no muzzle flash or reports of any gunshot sounds inside the stadium, and sources said there is video of the woman walking through the metal detector, and she did not set it off.
Right before the woman realized she was injured, ShotSpotter detected nine shots about 1 mile south of the ballpark.