A mother and daughter are understood to be among the victims of this morning’s shooting in Spalding.
It is also understood that the third dead person is male.
An eye witness said the male was aged around late forties to early fifties and the two female victims were aged about 40 and about 20.
The witness, who was working close by when the incident happened at around 9am, said he heard three shots go off.
He then jumped over a fence to get into the Castle Sports Centre area and he and another man went to help.
Local resident Daniel Chapman tweeted: “Uneasy quiet around town this afternoon despite being Market Day, except for helicopters buzzing overhead.”