The Conquest has a parade on the Friday night of the cruise. We cruised twice on the Conquest (this past Mardi Gras week and this past Thanksgiving). Unfortunately both times we missed the parade, but my daughter taped the first time. It was just lots of people with their bed sheets wrapped around them, some wearing masks, one or two in costumes and throwing beads. The CD leads the way. I was really disappointed that they didn't schedule the parade for Mardi Gras Day (no celebration at all that day).
Have fun on your cruise!!! Bring some beads to throw.