Chicago White Sox release video of two women being shot during game

Incident took place during game against Oakland Athletics at Guaranteed Rate Field

The Chicago White Sox have released a video showing the moment two women were shot at the team’s stadium during a game.

A 42-year-old woman was shot in the leg and a 26-year-old woman suffered a graze wound to the abdomen in the shocking incident at around 7.20pm on Friday.

Police say that the shooting at Guaranteed Rate Field between the White Sox and Oakland Athletics seemingly took place within the stadium and did not come from outside.

In the video, a group of fans can be seen gathering around each other in the stands and a woman then appears to wave for help.

A source told TV station WGN9 that investigators are looking at multiple theories, including that the gun belonged to a person in the stands and accidentally discharged.

One bullet was found at the scene and is being investigated but the weapon has not been found despite a search of the seating area.

Chicago police released a statement saying in part “at no time was it believed there was an active threat.”

“As I understand it, there wasn’t a clear indication of where the shot actually came from,” Chicago Mayor Brandon Johnson told reporters on Monday.

Chicago police officers stand outside Guaranteed Rate Field. Police are investigating a shooting at the White Sox's baseball game at the stadium Friday night (AP)

Interim Police Superintendent Fred Waller said that the investigation was ongoing.

“(The shot) coming from outside is something that we’ve almost completely dispelled,” he said.“We’re looking at every avenue and exploring every lead.”

The White Sox reviewed security video and the 42-year-old entered the stadium without setting off metal detectors and her bag was searched, sources told the station.

The woman who was grazed also entered the stadium without setting off any metal detectors, the team security sources added.

Waller said police initially asked White Sox management to stop the game “as a precaution” while they investigated the incident. Play was not suspended.

He added that after they determined it was not an active shooter situation, the game was allowed to continue so as “to not create a panic.”