The incident occurred in Chainpura locality last night when Manoj Bansal, 34, attacked his daughters aged five, seven and nine years and other family members with an axe when they were asleep, they said.
While his daughters and mother were killed in the attack, Bansal's wife Poonam and his grand-mother sustained injuries when they tried to fend him off.
"Bansal was under stress for being out of job over quite some time," Additional SP G D Parashar said.
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