
Video from the scene appears to show dozens of people running from the scene as music continues to play.
"Police are responding to an incident in downtown Highland Park," the city said in a Facebook post. "Fourth Fest has been canceled."
The city asked residents to avoid the downtown area and said more information would be shared as it becomes available. Rep. Brad Schneider, D-Ill., was at the parade.
"My campaign team and I were gathering at the start of the parade when the shooting started," Schneider said on Twitter. "My team and I are safe and secure. We are monitoring the situation closely."
Update: So far, 6 people have died in this shooting.
Robert Crimo has been identified as a person of interest in this crime. Police are on the lookout for him as we write.