The filming has caused two of Cardiff's streets to be closed.
A city centre pub was also closed for the use of the crew and in order for it to be
transformed into a police station that will appear in the series.
used a local department store to accommodate some of the filming.
All the filming has taken place in the night, which meant unfortunately
there hasn't been a chance to see Billie or Christopher in action.
But fans of the programme have been in the streets watching some of the cameras
being moved and lorries arriving.
Local news stations have also been
following the story, showing parts of the filming, and newspaper reports have
shown pictures of the sets used.
Everyone has been very excited!"
Bethan, 14, Cardiff
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