In February, the bodies of his daughter Regina, eight, and son Rolls, 10, were found with stab wounds at his flat.
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Mr Say, originally from the Ivory Coast, remains in custody and his trial date was fixed for 7 December.
Jean Say, 61, of Empire Square, Southwark, appeared by videolink to plead, via a French interpreter, not guilty to two charges of murder.
A father from south London has appeared at the Old Bailey to deny murdering his two young children.
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