Thousands of campaigners arrived dressed in royal blue clothing emblazoned with gold stars, brandishing signs which read "bin Brexit now" and "I want a say on Brexit".
An anti-Brexit campaigner dressed as Theresa May waves European Union flags during the People's Vote March for the Future in London, a march and rally in support of a second EU referendum, in London, Saturday Oct. 20, 2018.
Scotland Yard said it was not able to estimate the size of the crowd.
Mr Farage told Sky News he believed that, in a second referendum, "the damage to trust and faith in our entire democratic system would be enormous". "No one voted for the shambles that this government has created".
Organizers handed out postcards for people to write to their local lawmakers demanding a final say on the Brexit deal, which remains under negotiation between the United Kingdom government, led by Prime Minister Theresa May, and the European Union.
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From the opposite camp, Sir Alan Duncan, the Foreign Office minister and de facto deputy to Jeremy Hunt (which, regardless of your political outlook, must be a pretty bad job right now), said this was, "the biggest "get real" moment of his political life".
"If a People's Vote were granted the period until polling day would undoubtedly be yet another uncertain period for the market, but there would be those courageous speculators that would perceive this as green shoots in the market and buy in anticipation of an upturn in fortunes for London property" she believes.
Brexiteers Jacob Rees-Mogg and Boris Johnson also featured in the "war game", the newspaper said, alongside pro-EU People's Vote director James McGrory.
Protesters told of virtual gridlock on the streets of London as they called for a final say on Brexit.
Protestors waving placards such as "Breverse", "Exit This Brexit" and "We Want EU" and shouting anti-Brexit slogans marched through central London to gather at the Parliament Square for a rally.
The Conservative MP Sarah Wollaston speaks at the People's Vote march. "The government doesn't have a mandate to gamble with our future".More news: Guwahati ODI: West Indies on course for a fighting total
Joe Trickey, from Croydon, is celebrating his 83rd birthday at the march.
And Leo Buckley, 16, from Hampshire, said: "Young people stand to lose the most". He said: "I believe very strongly in the European Union as a place of peace and strength".
A spokesman said: "We are working with local campaigners in key seats throughout the country to make sure that Conservative MPs hear from people in their communities who are anxious about Brexit".
"I think people were misled in various ways", small business owner Peter Hancock told AFP while tightening an European Union flag around the neck of his huge bearded collie.
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