Thousands of people gathered at Jama Masjid after the Friday prayer and proceeded from main market to the polo ground where a memorandum was given to the Deputy Commissioner.
Religious leaders condemned the firing and demanded action from central and state governments against those involved in the incident.
Protests against the killing of four people in firing by BSF personnel erupted across the state during which 40 people including 19 security personnel were injured in clashes, stone-pelting and canecharge.