As mentioned in the previous post, here is video of a few of the bands. Unfortunately most of them were not playing music at the time and only marching to the drum.
Look for some controls in the bottom right corner of the video to adjust the quality and speed of the playing.
The parade was led by a police escort in one of their classic cars. (Not as old as the keystone cops.) Following up is the mounted horse guard, and following them is the cleanup crew that goes where the horses go.