Lee-Jackson Day is celebrated in Virginia and is always observed on the Friday before Martin Luther King Jr. Day.

The holiday honors confederate leaders Stonewall Jackson and Robert E. Lee.

The meaning behind the Confederate flag all depends on who you ask. But for Justin Newman, a member of the Sons of Confederate Veterans, it’s a symbol of America's history. “Its not hate or racism, its just our heritage," explained Newman.

To honor confederate leaders, hundreds of supporters marched the streets of Lexington for Lee-Jackson Day; the Confederate flag, by their side.

As of September, the Confederate flag no longer flies on any public property that belongs to the city of Lexington.

The Sons of Confederate Veterans filed a lawsuit against the City of Lexington on Thursday.