What's the procedure for transfer of shares from my demat a/c opened with Sharekhan to my demat a/c opened with Zerodha? Both accounts are with IL&FS

I thought my question is little different as both accounts are my own and I am only consolidating the accounts so that I can cancel one account.

The answer will however remain the same. It doesn’t matter whether you are transferring shares to your own Demat account or to another Demat account.