Pros
Tradelink does provide you great exposure to the derivatives market and how they work. You'll experience first hand how traders react to winning/losing trades and also just understand the derivatives markets much better. The biggest perk is you only work market hours - which is great in Chicago as you can generally get out of work before 4 pm. Though you do have to get in earlier, you'll have time to workout and run errands before all your friends get home.
Cons
While many trading firms provide classroom training, don't expect the same here. Expect to learn much of it on your own and by asking others questions. Traders can become very difficult to deal with - you'll be fine as long as you have a thick skin and learn not to take it personally. Generally though, it means if they are having a bad day expect that to mean you will have a bad day. Don't expect much interaction at all with senior level people. Very limited career improvement opportunities.