Another circumstance was, that a great many of the inhabitants, both men and women, were killed, which is most true; and the case was thus:  the inhabitants, to show their over-forward zeal to defend the town, fought in the breach; nay, the very women, to the honour of the Leicester ladies, if they like it, officiously did their parts; and after the town was taken, and when, if they had had any brains in their zeal, they would have kept their houses, and been quiet, they fired upon our men out of their windows, and from the tops of their houses, and threw tiles upon their heads; and I had several of my men wounded so, and seven or eight killed.  This exasperated us to the last degree; and, finding one house better manned than ordinary, and many shot fired at us out of the windows, I caused my men to attack it, resolved to make them an example for the rest; which they did, and breaking open the doors, they killed all they found there, without distinction; and I appeal to the world if they were to blame.  If the Parliament committee, or the Scots deputies were here, they ought to have been quiet, since the town was taken; but they began with us, and, I think, brought it upon themselves.  This is the whole case, so far as came within my knowledge, for which his Majesty was so much abused.

We took here Colonel Gray and Captain Hacker, and about 300 prisoners, and about 300 more were killed.  This was the last day of May 1645.

His Majesty having given over Oxford for lost, continued here some days, viewed the town, ordered the fortifications to be augmented, and prepares to make it the seat of war.  But the Parliament, roused at this appearance of the king’s army, orders their general to raise the siege of Oxford, where the garrison had, in a sally, ruined some of their works, and killed them 150 men, taking several prisoners, and carrying them with them into the city; and orders him to march towards Leicester, to observe the king.

The king had now a small, but gallant army, all brave tried soldiers, and seemed eager to engage the new-modelled army; and his Majesty, hearing that Sir Thomas Fairfax, having raised the siege of Oxford, advanced towards him, fairly saves him the trouble of a long march, and meets him half way.

The army lay at Daventry, and Fairfax at Towcester, about eight miles off.  Here the king sends away 600 horse, with 3000 head of cattle, to relieve his people in Oxford; the cattle he might have spared better than the men.  The king having thus victualled Oxford, changes his resolution of fighting Fairfax, to whom Cromwell was now joined with 4000 men, or was within a day’s march, and marches northward.  This was unhappy counsel, because late given.  Had we marched northward at first, we had done it; but thus it was.  Now we marched with a triumphing enemy at our heels, and at Naseby their advanced parties attacked our rear.  The king, upon this, alters his resolution again, and resolves to fight, and at midnight calls us up at Harborough to come to a council of war.  Fate and the king’s opinion determined the council of war; and ’twas resolved to fight.  Accordingly the van, in which was Prince Rupert’s brigade of horse, of which my regiment was a part, counter-marched early in the morning.