Even though the show is over, for posterity:
At the Indy 1500, you are ASKED if you have any guns going in. It is up to you to admit whether or not you have any. They do not search you, scan you, wand you, or make you pass through a metal detector. If one were to carry, a pocket pistol would be the number one choice. YOU CAN LEGALLY CARRY a loaded pistol, with a LTCH, but I would advise against it for the following reasons.
1. This is one of those times where there really are enough cops around.
2. There are way too many people in too tight a space, that a shot could not be taken ethically.
3. If caught, you would definitely be forced to leave, at the very least. You may be arrested/detained and your firearm confiscated.
4. If for some freak reason your gun went off, you would look like an ass in front of a WHOLE bunch of people, and ruin the 1500 for EVERYBODY.