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I'll agree with Henna that guidebooks are always a good idea. There is a Halloween parade, but I'm not sure that would be a great idea with your little sister. You might check out various lists and books that are specifically for kids. Just before you come, magazines like Time Out will list various events going on right then.
Hard to say about the weather. It'll be starting to get cold by then. And maybe rainy. I'd say a winter coat, not just a warm jacket.
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