Let's back up for a second
Houston's Grand Central Depot, above, was located close to where the Southern Pacific Depot was constructed. The photo is from a postcard mailed in 1910.
Records show that by the end of 1887, an $80,000 Central Depot was completed. It was later renovated in 1906 and in 1914. It is assumed that refers to the train station identified above.
Of course, these train stations were not the only ones to exist in Houston in the early 20th century!