[Phanx]

If you want to see all types of links:

ChatFrame_AddMessageEventFilter("CHAT_MSG_CHANNEL", function(_, _, message, _, _, _, _, _, _, _, channel)
    if channel == "Trade - City" and not message:find("|H") then
        return true
    end
end)

If you only want to see specific types of links (eg. only item, enchant, and tradeskill links):

local AllowedLinkTypes = {
    enchant = true,
    item = true,
    trade = true,
}
ChatFrame_AddMessageEventFilter("CHAT_MSG_CHANNEL", function(_, _, message, _, _, _, _, _, _, _, channel)
    if channel == "Trade - City" then
        local linkType = message:match("|H(.-):") or "none"
        return not AllowedLinkTypes[linkType]
    end
end)

For either, change "Trade - City" to the full name of the trade channel in your language.

If you need help turning the above code into an addon, copy and paste it into this page:
http://addon.ziuo.net/