Exeter Hall was a hall on the north side of The Strand . It was erected between 1829 and 1831 on the site of Exeter Exchange, to designs by John Peter Gandy, the brother of the visionary architect Joseph Michael Gandy. The site was formerly part of Exeter House, the London residence of the Earls of Exeter (formerly Burghley House and Cecil House), almost opposite the Savoy. The official opening date was March 29, 1831.