Day conceded his opening match and walked off the course.
Eyewitnesses described scenes of terror when gunfire rang out as a knifeman struck in Westminster.
The home side kept pushing but play was disjointed and Canada held out with a degree of comfort.
The result ended Gareth Southgate’s four-match unbeaten run as manager.
Helensburgh's MP tweeted his sympathy for those killed in Wednesday's attack outside the Houses of Parliament.
The US president had earlier described the apparent terror attack as “big news” as world leaders were shocked by the incident.
The attack in Westminster will be marked on Sunday when England host Lithuania in a World Cup qualifier at Wembley.
He was pictured amid the carnage in New Palace Yard.
A NEW intimate city festival will be staged at Glasgow Green this spring.