[4] The new building was designed by the City Superintendent of Works, James A. Williamson, in the neoclassical style, built in ashlar stone and was officially opened by the Lord Lieutenant of Midlothian, Archibald Primrose, 5th Earl of Rosebery, on 23 June 1910.

[4] The design involved a symmetrical main frontage of eleven bays facing northeast onto New Market Road, with the end sections projected forward as pavilions.

The central section of five bays featured a loggia formed by four Doric order columns supporting an entablature, a cornice and a parapet.

The end sections of three bays each were fenestrated with sash windows and surmounted by an entablature, a cornice, a parapet, and a small central pediment on each side.

[10] There were protests outside the corn exchange when the UK Independence Party leader, Nigel Farage, arrived to give a speech in May 2014.