Even though it was extremely cold outside, it was much more comfortable than it was last year on a relatively warm Sunday afternoon. I don't believe they heated the building on that occasion. There was definitely heat in the building Saturday night and it was fairly comfortable. Basically, you should dress the same as you would for an outdoor event and you will be comfortable.
Yes, the fumes were a bit much when the midgets ran. Thank goodness they didn't have 75 of them. It was a good show with a large crowd in attendance.