Investigators say the gunfire erupted on the concourse at 15th and Market streets at approximately 9:45 p.m. Sunday.
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No one was injured in the shooting.
Officers did not say if any weapons were recovered or if an arrest was made.
This incident comes as SEPTA Transit Police consider going on strike.
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SEPTA police could begin the strike on Monday if an agreement is not reached.
Contract negotiations are set to continue Monday morning.
The union is mainly asking for better pay and benefits from the transit agency.