All year, even in the worst summer heatwaves, you can see it in New York. But it is never more obvious than on Arctic nights such as these. Steam.
It seeps in clouds from the gaps around a thousand manhole covers; it escapes in tiny wisps from cracks between the stones in the sidewalk and small fissures in the tarmac in the street; or it rushes noisily in great plumes from stove-pipes driven into the ground by city workmen - usually in the middle of busy road junctions, to cause maximum gridlock.
For visitors from abroad, it is part of the magic that makes New York New York, like the yellow cabs or the skyline. If you have not been here, you have surely seen it in the old gangster movies - the scene under the rattling tracks of the elevated subway with the swirl of mist around the mobster's car.
But what is it, this steam? Can New York be so full of sin that Hell is right there, beneath the concrete crust? Or what terrible machinery is at work beneath us, giving Gotham its pulse, that no one has ever told us about?
"Alligators making tea" is the answer I offered our five-year-old son when he enquired as to its origin. He knows the explanation is daft, but seems satisfied, enjoying the fantasy of a million alligators going about their business under the city and ceaselessly boiling kettles. He peers down gratings and the steel doors of cellar shafts looking for snouts, just in case.
Ask resident New Yorkers about the steam and chances are you will not get a convincing reply. I have been answered with shrugs - so what if the streets steam? they have always steamed - or with a variety of implausible suggestions.
Among these, the most popular is that it comes from the subway trains. As far as I know, they are electric these days, and I have never seen so much as a hint of steam in any of the stations. Next come the sewers. Human waste may be tepid. Perhaps it has a tendency to ferment on its way to the ocean. But since when did it boil?
Here, then, are the facts: the sandstone and mud of Manhattan island are threaded through not only with train tunnels, telephone wires, bullion vaults, car parks and such like, but with a 103-mile-long labyrinth of steel piping carrying highly-pressurised, 400- degree-hot steam.
Operated by Con Edison, the power company that keeps the city's bulbs burning, the pipes make up the world's largest steam-heating network. With giant boilers located around Manhattan, the system delivers steam to heat in the winter and power air-conditioning in the summer, to some 2,200 office buildings, including the one I am in now, from below Wall Street all the way up to 97th Street in the north.
It has been servicing New York for more than a century. The first to lay pipes was the Steam Heating and Power Company, formed in 1879 by a Wallace Andrews, who subsequently merged his business with a rival, the New York Steam Company. The initials NYS Co can still be seen stamped on some manhole covers. The first customer in 1882 was the United Bank Building, in the financial district. The company prospered as building owners opted to take its service rather than install boilers of their own.
Thus the system is of a certain age and leaks a little. Where the steam is escaping only slowly beneath Manhattan's teeming avenues, it tends to create dangerous bulges in the tarmac, which eventually cave in to create deep potholes. These demand visits by the city's wonderfully designated "Jolt Elimination Teams".
In August 1989, a pipe exploded beneath the Gramercy Park neighbourhood, propelling scalding mud and rock 18 storeys high. The eruption killed three, injured two dozen and led to the evacuation of hundreds of families. The event was all the more calamitous as it hurled large amounts of asbestos into the environment. Since then, Con Edison has stripped asbestos, now known to be carcinogenic, from pipes and manhole covers.
You might think so grave a disaster would have dispelled the riddle of the city's steam for good. Perhaps New Yorkers just have short memories. Either that or they prefer mystery to reality. One thing is for certain: the next time I feel the pavement boiling beneath my feet, I will be out of here.