The officers are protesting against proposed changes to their pay and conditions.
Some 20,000 officers from all 43 forces across England and Wales are thought to be taking part in the first police march in the capital for more than four years.
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The remnants of Hurricane Gonzalo brought high winds to parts of Britain.
The City of London claims the proposed bike lanes could lead to more pedestrian casualties and increase pollution.
Wind strengths in London will peak this afternoon and into rush hour.