There's no official "Parade Season" in NYC, but I like to call it the Parade Season from the St. Patrick's Day Parade on March 17 to the Thanksgiving Day Parade on the last Thursday of November. Before March 17, we will probably have too many cold and snowy days to have a parade. It will usually be too cold for both paraders and the spectators to be outdoors for too long. On March 17, it is almost always warm enough to hold a big parade in the city. This will last until the last Thursday of November. After that, it will usually be too cold. So I call Parade Season the time when we usually have good weather to be outside and enjoy a good walk in the city :-)