Cut herrings in half, then roll up from head end and secure with a cocktail stick.
Place in a shallow dish and immerse completely in water.
Cover, leave in fridge overnight.
Place vinegar and sugar in a pan with 1 pint/600 ml water.
Boil for 3 mins, then allow to cool.
Remove herrings from water and place in a shallow serving dish.
Add the onions, lemon juice, carrots, peppercorns, mustard seeds and bay leaves.
Pour cooled vinegar over fish, cover and marinate in fridge for up to 4 days.
Garnish and serve with rye bread.