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You have to create your own logic to delete data from Redshift tables. If the volume of data to be deleted is not too large then you can create a stored proc and schedule it to run on a regular interval. For large volume tables with lots of records to delete, its better to design tables into time series, this way you can simply drop the entire table containing that time period, making the operation simple and fast. Details are documented here.
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Thanks for helping me out. I really appreciate that!