I have never seen this before so looked up the Federal Railroad Administration web page. It is evidently encouraged on the approach to a crossing. From the 'Locomotive Safety Standards' it is recorded :
(e) Auxiliary lights required by paragraph (d) of this section may be arranged
(1) to burn steadily or flash on approach to a crossing.
If the auxiliary lights are arranged to flash;
(i) they shall flash alternately at a rate of at least 40 flashes per minute and at most 180 flashes per minute,
(ii) the railroad's operating rules shall set a standard procedure for use of flashing lights at public highway-rail grade crossings, and
(iii) the flashing feature may be activated automatically, but shall be capable of manual activation and deactivation by the locomotive engineer.
I have not seen it in use on CP and CN trains though I highly suspect is a standard feature of all main line locomotives produced in North America.
As an aside, CSX have a line terminating at Niagara so it is quite possible that they have running rights on CP track from there on.
http://www.fra.dot.gov/downloads/saf...e/Chapter8.pdf