Clive Chamberlain from Dorset Police Federation is among those taking part in the march. Officers from every police force in the country are taking part in the protest in London.
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The Council is deciding between two locations for the arena. The contractor has suggested work could be cheaper than first thought.
Maisie, who grew up in Saltash, stars in Oscar-winning film The Silent Child.
A 15-year-old girl died in Tavistock on Saturday after apparently taking an unknown substance.