I can give you quite a lot of information about your family. In fact you are the first person I have found who is researching the family of Jack and Helen Candy from New York.
Jack's father was Charles Archibald Sydney CANDY, who managed an antiques store on Yonge Street Toronto, and his mother was Jessie Maude BANKS. They married in London (England) in 1903. In addition to Jack and Sydney, they also had Charles, George Walter and a daughter Dorothy.
I have managed to piece together quite a lot from the Toronto Star (you can access the Archive online and download pages of births, marriages and deaths).The family seems to have emigrated from England to Canada in 1915; the recent Passenger Lists released by the UK National Archives help here.
I can, if you're interested, take you back several more generations before Charles, who was a member of quite a large family, to the early 1820s in Gloucestershire, England.
Please let me know what information you would like.