Kelly's Directory of Lincolnshire 1919 states :-
"The Corn Exchange, near the Cornhill, is a structure of red brick, with stone dressings, from designs by Messrs. Bellamy and Hardy, and was erected in 1879-80 by the Corn Exchange and Markets Company:
the ground floor comprises a covered market, 140 feet long by 52 feet wide, with shops and warehouses at the western end:
the Exchange hall, which is let for concerts, public meetings &c. is 140 feet long and 52 feet wide, being one half as large again as the old Exchange and seating over 1,000 persons; there are retiring rooms at the eastern end and a gallery over these:
the roof is of open timber, the north side being covered with ground glass:
the vegetable market, held underneath, is open every day:
the principal vegetable and fruit market is held on Fridays and Saturdays"
DB 27 June 2019