Local media said six activists were wanted on suspicion of secession or colluding with foreign forces, crimes that the new law punishes with up to life in prison.
Police granted approval for the march, which could boost participation. A few hours before the mid-afternoon start, police announced they had found a pistol with more than 100 bullets that they believe was going to be used during the protest.
Protests against the government switched from violent to peaceful as the city prepared for local elections. Protesters are now weighing their next move as city leader Carrie Lam refuses to compromise.
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