CHICAGO — On one of the busiest U.S. retails days, thousands of people took to Chicago’s most prestigious downtown shopping district Friday to protest last year’s shooting death of a black teenager by a white policeman and the city’s handling of the case.

About 2,000 people with signs reading “Stop Police Terror” gathered in a cold drizzle for the march on Chicago’s “Magnificent Mile” on the Black Friday shopping day, which was led by activist-politician the Rev. Jesse Jackson and several state elected officials.

Organizers said the rally would be a show of outrage over the fatal shooting of Laquan McDonald, 17, and what they see as racial bias in U.S. policing.

The police officer who shot McDonald 16 times, Jason Van Dyke, 37, was charged with first-degree murder hours before a graphic video of the shooting was made public Tuesday.

The protesters chanted “Stop the cover up, 16 shots,” as it marched along Michigan Avenue.

Shortly before the rally, Chicago police said they had arrested and charged one man with the fatal shooting of 9-year-old Tyshawn Lee and that at least two others also were involved. The shooting was a separate incident this month that garnered much attention because police said the boy appeared to have been killed in an act of retribution against his gang-member father.

The downtown Chicago demonstration comes three days after police, acting under a court order, released footage from a dashboard-mounted video camera that captured the Oct. 20, 2014 shooting death of McDonald.

“We’re not going to allow criminal behavior. We’re not going to let windows get broken,” Chicago Police Superintendent Garry McCarthy told reporters Friday ahead of the rally, adding the protests have gone well, so far.

Emergence of the tape already sparked two nights of mostly peaceful and relatively small-scale demonstrations in the city, during which nine arrests were reported by police. Despite calls on social media for protesters to turn out for Chicago’s annual Thanksgiving Day parade on Thursday, no rallies materialized.

But city officials have given no detailed explanation for why the footage came without any discernible audio that is supposed to be recorded with the video.

African-American members of the City Council have repeatedly called for the resignation of Police Superintendent McCarthy.

In a statement Thursday endorsing the planned Unity March & Rally in Memory of Laquan McDonald, the Chicago Teachers Union called for Cook County’s chief prosecutor, Anita Alvarez, to step down as well.

A Facebook page posted by march organizers listed additional demands including the appointment of a special prosecutor to investigate questionable circumstances in the case and a special election to choose a new state’s attorney for the county.

Organizers also called for the ouster of anyone else found to be involved in misconduct surrounding the case and the “demilitarization” of the Chicago Police Department.

“We have watched in anger and disappointment as the city has covered up police violence,” teachers union Vice President Jesse Sharkey said. He accused Mayor Rahm Emanuel of delaying release of the videos during his campaign for re-election, which he won in April.

Emanuel and other officials said they delayed making the tapes public to avoid tainting the investigation of Van Dyke.