NBC New York reports that the two workers have been secured using ropes, and emergency workers are trying to find a way of winching them to safety.
Parts of the streets below, on 57th and 58th streets and Eighth Avenue, have been closed off.
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Another cold, frosty and foggy night for many. Northern and western areas will see thickening cloud, patchy rain and milder temperatures.
Temperatures have already plunged to -12C in some parts of the UK this winter - but Thursday could be the coldest day yet.