This still is from a rare surviving newsreel footage from that event ... click the link below to view.
On March 24th, 1920 Bennie Hill wrote to Mary and Benjamin from New York City: "Tomorrow morning we have to get up early, have our breakfast and be in our uniforms with our horns ready by 9:00 AM. Then we board a large bus to take us to City Hall to play for the mayor. After that we are to make a speech on our faith."