Connery discovered Rogers Hornsby for the Cardinals in 1915, purchasing him from the Denison, Washington club for $600. He was a head scout for the Yankees from 1918 to 1924, and was part-owner and president of the St. Paul American Association club from 1925 to 1935. He was involved in securing Earle Combs, Lefty Gomez, and Tony Lazzeri for the Yankees.
