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Vanessa Whyte, 45, and her children James Rutledge, 14, and Sara Rutledge, 13, died in a shooting at their home in Maguiresbridge, Co Fermanagh.
Mr Swinney was speaking to comedian Susan Morrison when the event was disrupted five times by six different groups of protesters.
The Metropolitan Police said it has imposed conditions on a protest and counter-protest outside the Thistle City Barbican Hotel.
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