Thanksgiving in Canada comes in October. It is tied to the harvest season, not the start of Christmas shopping.
In fact, long before Plymouth and even before Jamestown there was Thanksgiving in what is now called Canada. The year was 1578 when English explorer Martin Frobisher gave thanks for a long journey (which failed in finding a northern passage to the Orient).
That, we are now told, was the first Thanksgiving coming out of a European tradition (Of course, there were Native celebrations on this continent long before that).
That “First Thanksgiving” provides the foundation for Thanksgiving in Canada today. Unlike its counterpart south of the border, Thanksgiving in Canada is a time of thanks celebrated to correpsond to the successful completion of the harvest.