Here in frozen Alberta, the native reds eat the spruce seeds from the cones they harvested, supplemented by feeders if they are in settled areas. They are active all winter.

The big grays and blacks are immigrants, brought from Toronto by a stupid bastard who thought he was doing Calgarians a favor (about 1920 or slightly before). They are a nuisance, gnawing into attics, and taking over through sheer increase in numbers. They are poor fighters compared to the smaller reds, but their numbers mean that they can attack red nests when the reds are out foraging. Periodically the city kills some of them out, but never systematically, so they are essentially uncontrolled. They are active all winter, sheltering only during blizzards.