The deceased have been identified as Sonu, a resident of Noida, his wife Poonam, brother-in-law, Tarun, and his father in law, police said.
The incident took place this afternoon after Sonu had a heated argument with Poonam over an issue at his in-laws' house in Alipur area.
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"Sonu came to his in-laws' house and had a heated argument with Poonam. The fight turned ugly when he shot dead Poonam in a fit of rage and later, Tarun, whose was supposed to get married soon," said a senior police officer.
The officer said that on hearing the gunshot, his father -in-law rushed to the scene. He was also shot dead by Sonu.
Police said that Sonu later committed suicide by shooting himself.
Later, on receiving information from neighbours, police rushed to the spot and took them to a nearby hospital where doctors declared them brought dead.