NEW YORK, Oct 26 (Reuters) - Police were investigating a possible explosive device at the Mexican Consulate in New York on Friday, police at the scene said.

Police had cordoned off the area outside the building on the East Side of midtown Manhattan and the bomb squad was scouring the scene for evidence.

Local TV station WABC reported on its Web site that two explosive devices were thrown at the consulate in the middle of the night and that one may have exploded, adding that consulate workers found broken glass and fragments of one of the devices when they arrived at work on Friday morning.

The Web site said there were no injuries and that the devices were similar to makeshift device that exploded outside the British Consulate in New York in 2005.

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