The location is analogous to 42nd St, very close to Times Square. Have been on Haymarket numerous times in the past. Its a main thouroughfare from Trafalgar Sq. (which is always packed) and Picadilly Circus (always packed as well). The “Trocadero” that you see in the background of some of the news footage is a mall-type place in Picadilly Circus.
Thanks for that info!