They are listed there in 1930....note that one son was born in LA

Randall T Ray Chicago, Cook, IL abt 1876 Mississippi Head
Ada P Ray Chicago, Cook, IL abt 1878 Wife
D Roy Welder Chicago, Cook, IL abt 1903 Louisiana Son
Marcus Ray Chicago, Cook, IL abt 1905 Son
Medora Ray Randall Chicago, Cook, IL abt 1915 Daughter