Is it legal to keep a Brown-Headed Cowbird as a pet?

I was watching a bird's nest for a while, there was an American Goldfinch and a Brown-Headed Cowbird in the nest. This nest was a result of brood parasitism, from the Cowbird. The two birds hatched and I began observing them. Already there was a HUGE size difference between the two babies. Anyways, three days after they hatched, and went to go check on them. The nest was empty (and destroyed). On the ground was the two baby birds. I immediately took the baby birds inside, and put them in my brooder/incubator. The Cowbird was eating perfectly and growing. The American Goldfinch was not healthy. Before I could take him to a rehabber, he died (two days after I took him in). Now I have been handfeeding the cowbird for almost a week, and starting to wean him. I am experienced bird keeper... So he is in the best of care. I have some other birds, and they are now bonded with him as well! I am just wondering, is it legal to keep a Brown-Headed Cowbird as a pet (because of the brood parasitism, many people are prejudiced against them... and even kill them! Is the gov't more lenient about permits with these birds?) If I needed a permit, in Canada, which one would I get? Thanks in advance!