The Cock and Trumpet is an Edinburgh public house where stolen property is exchanged. McLevy walks in on such an exchange. A picture of the door to this public house is found below – the carving of a cock and trumpet can be seen above the door lintel.
The building still exists – it is Acheson House and is opposite Canongate Graveyard where James McLevy is buried.
James McLevy 
[…] cock and trumpet also appear in Edinburgh over the doorway of the 17th century house of Sir Archibald Acheson. This later became a brothel. Amusingly, this is said to have been known locally as the ‘Cock […]