Scanned from a negative from Leamington, Ont. from the early 1920's
It appears to be some sort of Orange parade with Orange Lodge banners being evident in the parade, there is also participation from both sides of the border.
I was surprised to see the "One Flag, One School, One Language" banner a slogan used by Orange lodges in Canada. At that time the Orange Lodge was a very Pro Protestant, pro British and pro law and order.
The slogan was also used by the KKK in both the US and Canada.