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About 30,000 people are expected to attend the concert and fans are being encouraged to arrive at the stadium early, as there will be a full bag search on entry.
A liquor ban has been imposed around the stadium.
Mosgiel fans will be able to catch a train into the city from the Mosgiel Railway Station at 4.30pm.
The return train leaves Dunedin at midnight.
The band played their third and final show in Auckland last night.