It is believed that he was spotted by a police officer.
The Daily Echo understands he was approached and asked him his name before he was taken to a police station.
It is understood he was then arrested on suspicion of murder of Stephanie Bellinger - his partner of four years - and their ten-month-old baby daughter Lili.
Marsh is now being held in a police cell and is expected to be interviewed later today.
Marsh has been at large since the discovery of both bodies shortly after 9am on Saturday. A post mortem examination revealed Stephanie died of multiple stab wounds to her body and it is believed
Lili died in the same way.
An examination on her body will be carried out tomorrow morning to confirm the cause of her death.
One of Stephanie's parents is understood to have made the gruesome find and raised the alarm to police.
The couple's home remains sealed off by police as forensic searches and examinations of the property continue.
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