The celebration in Trafalgar Square, starting at 4pm, was to take place alongside simultaneous events in Brussels, New York, Nairobi and Beirut.
Jo Cox tributes - In pictures
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U2 frontman Bono worked with Mrs Cox on the Make Poverty History campaign and in the past 48 hours the band have recorded a song especially for the event.
Mariella Frostrup, was to introduce a video of the song along with other readings and appearances.
Labour MP Yvette Cooper alerted police after receiving a threat from a Twitter user who told her he would “kill your kids and grandkids”.
Ms Cooper posted a picture of the message online saying: “Got this today for speaking out for Remain ... This has to stop.”