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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Jong-nam's body remains in Malaysian morgue six weeks after he was killed in a targeted attack in Kuala Lumpur.
Rohey Hydara said that she "condemns" her husband's actions, almost a week after he killed four people.
The supermarket chain agreed to pay the hefty sum following a false accounting scandal which saw it overestimate profits in 2014.