Up to 200 people gathered for a second day outside a police station, following the death of a man hours after his release.
Mohamud Mohammed Hassan’s family claim he was assaulted after being arrested.
Hundreds of people also marched on Tuesday to the station in Cardiff Bay.
South Wales Police and Crime Commissioner Alun Michael has said an independent investigation into the 24-year old’s death must be allowed “to take its course”.
The force said all relevant CCTV footage and body-worn video had been given to the Independent Office for Police Conduct (IOPC) and could not be released while the IOPC was investigating.