Highlights of all balloons at Macy's Thanksgiving Day Parade 2019. It is an awesome Thanksgiving Day Parade with so much fun to celebrate the holiday. Huge crowds cheer on the Balloons at the Macy's Thanksgiving Day Parade. I arrived there at 6:30 AM, while the Parade started at 9 AM, but it is too late to get a good spot already, just got third rows.