Police used tear gas and water canons to disperse the crowd as they neared the home of Prime Minister Manmohan Singh, the Press Trust of India reported.
Several protesters, including activist Arvind Kejriwal, were arrested at the scene.
"Our intention was to show the nation that how [Bharatiya Janata Party] and Congress were hand-in-glove over the coal allocation issue. We have done our job, it is time we should go back," Kejriwal siad.
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