It isn't a non-fiction novel but it's constructed and written like one (some parts, like the sections on Houdini, are largely non-fiction). This is an externally observed book. The author, E.L. Doctorow, describes what people did and said and only occasionally does he say what they felt. None of what Doctorow does here is outside the reach of the non-fiction writer (assuming of course they had his talent and the opportunity to do the right kind of research).