Whatever it was, they must have been filming inside somewhere, because that location cannot pass for anything other than Vancouver if you are doing any wide-shots. You have the huge Canucks banners hanging from the stadium to the west, boat-masts to the South-West, Science world in the south, and an elevated skytrain to the North and East. So, yeah, either they are doing extremely tight shots, or they were inside a nearby building...hopefully one without windows....or maybe they were actually filming something set in Vancouver. Who knows.
Anyway, fun times in Vancouver.