It is unclear where the video was taken and police are yet to confirm that it is him.
James, 62, was named a suspect on Wednesday after he allegedly fired 33 shots on board a Manhattan-bound N train at the 36th Street subway station, leaving 29 injured, 10 of which were gunshot victims.
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In a series of images released by the NYPD, James is pictured at one of the city's 472 stations.
In another picture, the suspect appears to be grinning as he emerges from an underground station.
James is described as about 5 feet 5 inches tall, heavily built, and was last seen fleeing the scene wearing a gas mask, an orange and green nylon construction vest, and a gray sweatshirt.
The NYPD said the incident is not being investigated as an act of terrorism yet.
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NYPD Commissioner Keechant Sewell said that as the train pulled into the station, the suspect put on a gas mask, pulled out a gas canister from his bag, and began shooting as the car filled with smoke.
"The train at that time began to fill with smoke, he then opened fire, striking multiple people on the subway and on the platform," Sewell said.
A Glock 17, three Glock magazines, shell casings, bullets, two detonated smoke grenades, two undetonated ones, a hatchet and a U-Haul key were found at the scene, police said.
According to NBC News, the gun found at the scene has been traced to the suspect and was purchased at a pawn shop in Columbus, Ohio, in 2011.
Police say the keys found at the crime scene belong to a U-Haul truck that was rented by James in Philadelphia.
The van was found Tuesday afternoon in Brooklyn; however, its connection to the case is currently unknown.
Officials say James has ties in New York, New Jersey, Pennsylvania, Wisconsin and Ohio.
KIDS AND PREGNANT WOMEN AMONG THOSE INJURED
One of the victims was a 28-year-old woman who is 14 weeks pregnant, police sources told the New York Post.
The woman, who suffered a knee injury and smoke inhalation, was treated at Kings County Hospital Center.
Children and teens – ages 12, 13, 16 and 18 – were also injured, Governor Kathy Hochul told reporters Tuesday night from Maimonides Medical Center, where many of the victims were being treated.
Those who were shot included three women between the ages of 41 and 49 and seven males between 15 and 41, the NYPD said Wednesday morning.
Brooklyn subway shooting timeline
On Tuesday, April 12, multiple people were injured after gunfire broke out on a subway train in Brooklyn, New York. Here is a timeline of events from the day of the incident.
8.30am: The New York City Fire Department is reported of smoke at Brooklyn's Sunset Park subway station or the 36th Street subway. Officials arrive on the scene to see multiple people injured. The MTA's Subway Twitter tweets D and N trains are delayed "while we investigate the source of smoke on a train at 36 St."
9.00am: Reports come in of multiple people shot at the 36th Street Subway station. The NYPD tweets. "due to an investigation, avoid the area of 36th Street and 4th Avenue area in Brooklyn. Expect emergency vehicles and delays in the surrounding areas."
9.53am: The NYPD tweets again, "In regards to the multiple people shot at the 36th Street subway station in Brooklyn, there are NO active explosive devices at this time." People are urged to stay away from the area."
10.23am: White House press secretary Jen Psaki says President Biden has been briefed on the shooting.
10.32am: The MTA announces it's restored D and N trains in parts of Brooklyn but there will be major delays. Other trains are suspended and delayed throughout the day.
12.09pm: New York City Police Department, city and state executives hold a briefing on the incident. New York Governor Kathy Hochul spoke during the briefing saying, "we are sick and tired of reading headlines about crime."
7.55pm: The NYPD announces Frank James is a person of interest in the investigation of the shooting. Officials release photos of him.
April 13, 9.11am: The NYPD named Frank James as a suspect. "Frank Robert James fired numerous shots inside of an 'N' line subway car at the 36th Street and 4th Ave station causing serious injuries to ten people. Anyone with information about the incident or his whereabouts should contact Crime Stoppers at 1-800-577-TIPS."