Investigations into suspected terrorist David Coleman Headley's stay in India have led the sleuths to trace his footsteps in five cities.Official sources said that Headley, arrested by FBI in Chicago last month, traveled to Ahmedabad, Lucknow, Agra and Delhi between 2006-09.The sources said Headley had done a recce of National Defence College and vital installations in other cities.He was also conducting recruitment of cadres for Pakistan-based terror group Lashker-e-Taiba, to send them to a Gulf country using the services of his immigration business set up in Mumbai. Headley, was arrested last month for allegedly hatching a conspiracy with LeT to carry out strikes inside and outside the US.Investigators have said he was also planning a major terror strike in India at LeT's behest.He was arrested at Chicago's O'Hare International Airport as he prepared to board a flight to Philadelphia, intending to travel to Pakistan.