The Frankfurt Christmas Market, now in it's twelfth year runs until 22nd December.
The market offers over 180 stalls and is the largest of its kind in the UK.
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A large tent has been put up around the area while investigations continue.
The kind gesture touched the hearts of many who shared and retweeted words of support for the officer on Twitter.
Two workers were forced into a back office as the robbers tried to force their way into a safe, police say.