The Queen made the short journey from Buckingham Palace to visit the Duke and Duchess of Cambridge after the birth of their son yesterday. The visit comes before she heads to Balmoral in Scotland for her traditional summer break on Friday.
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The 47-year-old man died shortly after 3pm on Tuesday.
Specialist explosive detection dogs searched through the town examining letter boxes and phone booths for signs of potential devices.
Temperatures reached 29.1C in St James's Park, central London.