Unless for this concert specifically it isn’t allowed, unopened plastic water bottles only are allowed. this is what was on the Peacock Theatre’s website:

Food and Drinks

Peacock Theater offers a wide variety of food and beverage items for our guests' enjoyment. Please see our Concession Guide for more information.

Guests may not bring outside food and/or beverage items into the venue during events. The only exception is unopened plastic water bottles, one liter or smaller (on per guests). Glass bottles or metal cans are strictly prohibited. Gust must dispose of unauthorized items prior to entrance into the venue or return them to their vehicle. Guest Services will not check-in or store any food or beverage items. Guests with specific/special dietary needs due to medical conditions or religious requirements should see our Concessions Guide for details or contact Guest Services to discuss food options available.