A game of base ball took place yesterday on the old "Jackson" grounds near Lafayette Park between the "Pickwick" B.B.C., of the St. Louis University, and the "Palmetto" B.B.C., of the Academy of the Christian Brothers. At the close of the seventh innings the game was called, and the "Pickwick" was pronounced victorious; the score being "Pickwick," 65 runs; "Palmetto," 20 runs.
-Missouri Republican, November 16, 1866
So I'm thinking that the Jackson grounds was located on the old Camp Jackson site (which was just south of SLU, making it convenient for a SLU/CBC game) and possibly was used by the Jackson Club in 1865. It would later become known as the Veto Grounds, be used as the Empire Club's home grounds and Thomas McNeary would build the Compton Avenue Grounds at the site in 1874. It's a site with a rich baseball history.