Did Philip Henry witness to Charles the First's execution leave written documentation of the event?

this seems to be what was written by Philip Henry who was present at the execution:

"The blow I saw given," wrote another, Philip Henry, "and can truly say with a sad heart, at the instant whereof, I remember well, there was such a grone by the Thousands then present as I never heard before and desire I may never hear again. There was according to order one Troop immediately marching fromwards Charing-Cross to Westminster and another fromwards Westminster to Charing Cross, purposely to masker" (i.e. to overpower) "the people and to disperse and scatter them, so that I had much adoe amongst the rest to escape home without hurt."