In the early morning on Friday, a caller, using security cameras, observed individuals in hoodies in a gun shop on Lockport Road, Oakfield and called law enforcement while continuing to monitor their activities.
Chief Deputy Joseph Graff confirmed that emergency dispatchers received a call at 5:17 a.m.
The caller observed the suspects leave before deputies arrived on scene.
The perpetrators are still at large.
It's unclear if they stole any items from the shop.
Graff said, "It's very early in the investigation. We don't have anything further to share at this point."