Yes, NYC cops take an oath - here it is: "(with right hand raised) I do hereby pledge and declare to uphold the Constitution of the United States and the Constitution of the State on New York, and faithfully discharge my duties as a New York City police officer to the best of my ability, so help me God."
Hopefully they're all familiar with the "shall not infringe" part of the 2A, and we can only wonder at what point they, as individuals, will think on their own and say an order is infringing and refuse to follow it even though their superiors are telling them it was cleared by higher-ups. They'll probably buy into the notion that limiting firearms to 5 round rounds is not infringing, in a few years maybe they'll be ordered to buy into the notion that limiting law abiding citizens to single shot firearms is not infringing, followed by only permitting flintlock weapons. I'm thinking their taking an oath is pointless, because they'll all do whatever their higher-ups tell them to do. Paychecks trump oaths, paychecks trump the Constitution. Paychecks trump integrity. For some.