N.Y. Gen. Bus. Law § 345
Upon any investigation before the attorney general or his deputy or other officer designated by him, or in any criminal proceeding before any court or grand jury, pursuant to or for a violation of any of the provisions of this article, the attorney general, his deputy or other officer designated by him, or the court or grand jury, may confer immunity in accordance with the provisions of section section 50.20 or 190.40 of the criminal procedure law. Provided, that upon twenty-four hours written notice to the attorney general, in any such criminal proceeding at which the attorney general or his deputy is not present, immunity may be conferred; but where such notice has not been given a witness who has had immunity otherwise properly conferred upon him shall not be deprived thereof.
N.Y. Gen. Bus. Law § 345