The NYPD and the Times Square Business Improvement District (TS-BID) have issued a traffic alert for the Theatre District. On Mon., Nov. 20 and Tue., Nov. 21 from 6 - 9:30 PM (both days), the rehearsal for Macy's Thanksgiving Day Parade will be held on Broadway between W. 34 St. and W. 36 St. Traffic will be closed on these streets and south bound traffic on Broadway will be diverted at W. 42 at these times.