The shooting happened near 45th Street and Stewart Avenue in Fuller Park on at about 6:15 a.m.
Railway police were on patrol inside unmarked squad vehicles when shots were fired in their direction, Chicago police said.
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Nobody was injured in the shooting.
The suspects entered two vehicles and drove off in an unknown direction.
No one is in custody and Area Detectives are investigating.
Norfolk Southern issued the following statement:
"Norfolk Southern agents were investigating a burglary when shots were fired at the agents. No injuries were reported and the suspect fled the area. We are working with CPD to investigate."
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