The London Frost Fairs, were festivals held out on the ice when the River Thames froze over. Most of these fairs were in January or February, and the last of them took place in 1814.
Research:

Andrews, William. “Famous Frosts and Frost Fairs in Great Britain: Chronicled from the Earliest to the Present Time.” G. Redway. 1887. https://archive.org/details/famousfrostsand00andrgoog
Davis, George. “Frostiana: Or a History of the River Thames in a Frozen State.” London, 1814.
Evelyn, John. “The Diary of John Evelyn (Volume 2 of 2).” Edited by William Bray. 1901.
Holman, Martin. “Frost fairs and the frozen Thames.” Art UK. 1/11/2017. https://artuk.org/discover/stories/frost-fairs-and-the-frozen-thames
Johnson, Ben. “The Thames Frost Fairs.” Historic UK. https://www.historic-uk.com/HistoryUK/HistoryofEngland/The-Thames-Frost-Fairs/
Magdalen College. “An Historical Account of the Late Great Frost.” https://www.magd.ox.ac.uk/blog/an-historical-account-of-the-late-great-frost/
Marchant, Katrina. “Frost Fairs: Fun on the Frozen Thames.” Reading the Past. 11/25/2022. https://www.youtube.com/watch?v=nq-ZZ9CdsDk
Melhuish, Fiona. “’Carnival on the Water’: The Thames Frost Fairs.” 1/16/2017. https://collections.reading.ac.uk/special-collections/2017/01/16/carnivals-on-the-water-the-thames-frost-fairs/
Nelson, Jessica. “Frost Fairs on the Thames.” 1/31/2018. https://blog.nationalarchives.gov.uk/frost-fairs-thames/
Selli, Fabrizio. “All the fun of the Frost Fair: why, when and how did Londoners party on the ice?” Museum of London. 11/27/2018. https://www.museumoflondon.org.uk/discover/frost-fairs
Shaull-Thompson, Remi. “’Frost Fairs,’ the Little Ice Age and Climate Change.” 5/7/2019. https://blogs.scientificamerican.com/observations/frost-fairs-the-little-ice-age-and-climate-change/
Srigley, Michael. “The Great Frost Fair of 1683-4.” History Today. 12/12/1960. https://www.historytoday.com/archive/feature/great-frost-fair-1683-4
Staveley-Wadham, Rose. “‘The Thames is Now Both a Fair and Market Too’ – Discovering the Frost Fair of 1814.” British Newspaper Archive. 1/21/2019. https://blog.britishnewspaperarchive.co.uk/2019/01/21/discovering-the-frost-fair-of-1814/
“The great frost. cold doings in London, except it be at the lotterie. With newes out of the country. A familiar talke betwene a country-man and a citizen touching this terrible frost and the great lotterie, and the effects of them. the description of the Thames frozen over.” https://quod.lib.umich.edu/e/eebo2/B07684.0001.001?rgn=main;view=fulltext
The History Press. “The last Thames frost fair.” https://www.thehistorypress.co.uk/articles/the-last-thames-frost-fair/
Ward, Jospeh P. “The Taming of the Thames: Reading the River in the Seventeenth Century.” Huntington Library Quarterly , Vol. 71, No. 1 (March 2008). https://www.jstor.org/stable/10.1525/hlq.2008.71.1.55
“Broadside ballad, 1684, describing a Frost Fair on the frozen Thames at Temple.” https://www.layersoflondon.org/map/records/broadside-ballad-1684-describing-a-frost-fair-on-the-frozen-thames-at-temple
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