Security officials were sent into a tizzy when a person called up the police control room around 6:40 am and claimed a bomb had been planted in the market in the heart of the capital, police said.
Bomb and dog squads were rushed to the area. No suspicious item was found during checking, they added.
Further details are awaited.
The market, a popular shopping and culinary hub, is the most expensive retail location in India.
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