Hong Kong police have launched tear gas at protesters in a bid to break up a massive march calling for an independent inquiry into police tactics against demonstrators at other pro-democracy rallies.

Subway riders, many of who had been taking part in the demonstrations, were also reported to have been attacked by masked assailants late on Sunday night.

The firing of the tear gas was the latest confrontation between them and demonstrators who have taken to the streets to protest against an extradition bill and call for electoral reforms in the Chinese territory.

Both sides blamed each other for the attacks on the subway trains.

Hong Kong media released video footage showing masked assailants attacking commuters in a subway station.

Among those attacked were protesters clad in their trademark black clothing and yellow hard hats.

The attackers, meanwhile, were dressed in white with black masks pulled over their heads.

On Saturday, demonstrators wore white at a counter-rally in support of police.

Footage from Apple Daily showed the attackers using umbrellas to beat people in the station and inside a subway car.

Subway passengers filmed by Stand News and iCABLE angrily accused police officers of not intervening in the attack.

The Hong Kong government said in a statement shortly after midnight that commuters had been attacked at a subway station in the city's Yuen Long neighborhood, leading to "confrontations and injuries".

The statement also said that "some radical protesters initiated a series of violent acts ... despite repeated warnings" by the police.

They said the acts included the hurling of petrol bombs, setting fires and throwing bricks.

"This is absolutely unacceptable to Hong Kong as a society that observes the rule of law," the statement said, referring to the acts of the subway attackers as well as the protesters.

Earlier on Sunday, the march reached its police-designated end point in Hong Kong's Wan Chai district in the late afternoon, but thousands continued, at various points occupying key government and business districts.

They then headed for the Liaison Office, which represents China's Communist Party-led central government within the city.

Protesters threw eggs at the building and spray-painted its surrounding surveillance cameras. China's national emblem, which adorns the front of the Liaison Office, was splattered with black ink.

Later, police threw tear gas canisters at protesters to try to disperse them.

Protesters march in Hong Kong. Credit: Vincent Yu/AP

Organisers said 430,000 people participated in the march, while police said there were 138,000 during the procession's "peak period".

Large protests began early last month in Hong Kong in opposition to a contentious extradition bill that would have allowed Hong Kong residents to stand trial in mainland China, where critics say their rights would be compromised.

Hong Kong's leader, Carrie Lam, has declared the bill dead, but protesters are dissatisfied with her refusal to formally withdraw the legislation. Some are also calling for her to resign amid growing concerns about the steady erosion of civil rights in the city.

A protester spray paints the view of the surveillance camera outside the Chinese Liaison Office. Credit: AP

A former British colony, Hong Kong was handed back to China in 1997 and was promised certain democratic freedoms under the framework of "one country, two systems".

However, many in Hong Kong feel these freedoms are being eroded and Beijing is gaining more and more power, resulting in the demonstrations calling for electoral reform and an investigation into alleged police brutality.

Marching in sweltering heat, protesters dressed in black walked behind a large banner reading "Independent Inquiry for Rule of Law".

"Free Hong Kong! Democracy now!" the protesters chanted, forming a dense procession through the Chai district as they were joined by others who had been waiting in side streets.

"I think the government has never responded to our demands," said Karen Yu, a 52-year-old Hong Kong resident who has attended four protests since they started.

"No matter how much the government can do, at least it should come out and respond to us directly."

The National Emblem of the People's Republic of China is covered in black paint. Credit: AP

Marchers ignored orders from police to finish off the procession on a road in Wan Chai, according to police and the Civil Human Rights Front, the march's organisers.

Protesters repeated the five points of their "manifesto," which was first introduced when a small group of them stormed the legislature earlier this month.

Their main demands include universal suffrage, direct voting rights for all Hong Kong residents as well as dropping charges against anti-extradition protesters, withdrawing the characterisation of a clash between police and protesters as a "riot" and dissolving the Legislative Council.

The white banner reads white banner reads 'form an independent investigation on legislative committee.' Credit: AP

Protesters read the demands aloud in both English and Cantonese in videos released on Saturday.

"We did not want to embark on this path of resisting tyranny with our bare bodies," they said, "but for too long, our government has lied and deceived, and refused to respond to the demands of the people."

On Saturday, a protest in support of the police took place.

Thousands of people filled a park in the centre of the city, holding up Chinese flags and using speakers to address the crowds from a stage in front of a large electronic screen with the message "Safeguard Hong Kong".

Many wore white, heeding a call by organisers, as anti-extradition law activists wear black and don protective gear against police pepper spray and batons.

Organisers said 316,000 people took part in the demonstration, while police put the turnout at 103,000.

Pro-China demonstrators held a rally in support of the police. Credit: AP

While the demonstrations on both sides have been largely peaceful, some confrontations between police and protesters have turned violent.

In Sha Tin district last Sunday, they beat each other with umbrellas and bats inside a luxury shopping centre.

Protesters wave the Hong Kong and United States flags during the protest. Credit: AP

Demonstrators broke into the Legislative Council building on July 1 by moving past barricades and shattering windows. Meanwhile, police officers have used pepper spray, tear gas, bean bag rounds and rubber bullets to quell the crowds.

On Friday, Hong Kong police discovered a stash of a powerful homemade explosives and arrested a man in a raid on a commercial building.

Materials voicing opposition to the extradition bill were found at the site, local media said, but a police spokesperson said no concrete link had been established and the investigation was continuing.