NON ADHERENCE TO ATC PROC FOR TAXIING AT ORD DURING A NIGHT OP. RWY LIGHTING DESIGN.

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APCHING ORD AT NIGHT DURING A BUSY LNDG PERIOD. ATIS INDICATED RWYS 9R AND 4R IN USE. THOSE USING RWY 9R MAY BE TOLD TO HOLD SHORT OF TXWY S; 9300 FT REMAINING. WX VFR; WIND 090 DEGS AT 5 KTS; TEMP 73 DEGS. WHEN SWITCHED TO TWR; THEY SAID 'CLRED TO LAND RWY 9R HOLD' (SHORT PAUSE) THEN 'CLRED TO LAND RWY 9R.' DURING ROLLOUT; TWR SAID 'ROLL TO THE END OF THE RWY; TURN R; AND STAY WITH ME.' WHEN WE WERE ABOUT 2000 FT FROM THE END; BESIDES TXWY S (LIGHTED) WE SAW ANOTHER LIGHTED TXWY FURTHER DOWN BY THE END. AS WE NEARED THIS TXWY WE SAW THAT IT WAS JUST PAST THE END ON THE PAVED SAFETY AREA SO THAT'S WHERE WE EXITED. WE WERE ON A LIGHTED HIGH SPD EXIT OFF RWY 4R SO WE HELD OUR POS. TWR THEN ASKED IF WE WERE HOLDING ON THE TXWY BY THE OVERRUN. WE SAID YES. TWR THEN SENT AROUND 2 ACFT; 1 ON RWY 9R AND 1 ON RWY 4R. THEY THEN HAD US BACK-TAXI ON RWY 4R TO THE FIRST HIGH SPD AND THEN TO OUR PARKING. THEY ALSO WANTED A PHONE CALL. THE TWR SUPVR THAT I TALKED TO WANTED TO KNOW WHY WE DIDN'T EXIT AT TXWY SIERRA. I TOLD HIM THAT WE WERE SPECIFICALLY INSTRUCTED TO GO TO THE END OF THE RWY; AND TXWY S IS NOT AT THE END. HE THEN STATED THAT THE TERMINOLOGY WAS PROBABLY NOT THE BEST AND THAT I WASN'T THE FIRST TO EXIT ON THAT TXWY. COMMENTS: SEVERAL ITEMS COME TO MIND. IT WAS ORD AND IT WAS BUSY. I COULDN'T HAVE QUESTIONED THE INSTRUCTIONS WITHOUT DISRUPTING TFC. THE TXWY WAS LIGHTED. THE TERMINOLOGY WAS WRONG. ORD HAS BEEN UNDER CONSTRUCTION FOR A LONG TIME. APPARENTLY THE PROB WAS THAT THE TWR REGS STATE THAT IF AN ACFT IS HOLDING AT THAT POINT NEITHER RWY IS CLR. FIXES: RED LIGHTS AT THE RWY END AND PROPER TERMINOLOGY.