The second concert will be held on September 29 at Foro Sol.
They demand answers after the massive damage caused by last Wednesday rains.
They broke bars, doors, walls and windows.
More than 1,000 officers are keeping them contained in midtown.
A group is also arriving from the State of Mexico.
The most affected neighborhood is Unidad Habitacional Vicente Guerrero, with floods of up to 2.3 feet.
English01/06/2016
Roger Waters returns to Mexico
The English singer, songwriter, and multi-instrumentalist will play on September 28 at Foro Sol in Mexico City.
The PGA Tour's long-established tournament in Miami will move to Mexico City next year, a switch prompted by sponsorship issues and welcomed by some players but blasted by Donald Trump.
English31/05/2016
Rain leaves Mexico City in chaos
Twelve metropolitan districts report strong precipitations.
A new report will be issued Wednesday morning.