(KGTV) - More members of the migrant caravan walked through the streets of Tijuana Tuesday morning, this time heading to the U.S. Consulate instead of the border.

10News learned the group reached their destination at around 11 a.m. after a nearly two-hour trek. The migrants, who had police escorts, made it clear their intentions were peaceful.

The group members held various banners as they marched, including one that read: “You got it wrong, Trump. We asked for jobs and you responded with weapons. That is not polite. If asking for work is troublesome, then I am totally confused. La Caravana.”

A source told 10News the migrants dropped off a petition asking the consulate to allow everyone in the caravan entry into the U.S. The migrants requested a response within 72 hours.

Additionally, the migrants said they want the U.S. government to provide $50,000 for their trips back to their respective home countries if they aren't allowed asylum in the United States.

After delivering the petition, the migrants returned to their shelters.

It is unknown what the migrants plan to do if they do not receive a response within 72 hours.

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The migrants’ journey to the U.S. Consulate came as President Trump reinforced his desire to build a wall at the U.S.-Mexico border.

The president, during a Tuesday meeting in the Oval Office with Democratic leaders Nancy Pelosi and Chuck Schumer, said he was not afraid to shut down the federal government if $5 billion in funding for border security was not approved.

“I am proud to shut down the government for border security, Chuck. Because the people of this country don't want criminals and people that have lots of problems and drugs pouring into our country. I will take the mantle, I will be the one to shut it down. And I'm going to shut it down for border security,” Trump said.

During the meeting, Trump reiterated the importance of securing the border, even suggesting an idea to have the military build the wall.

An agreement must be made before the Dec. 21 deadline to avoid a government shutdown.