Yes, carrying a steel baton in New York City is illegal.
NY Penal Law § 265.01(1) prohibits possessing or carrying any "dangerous or deadly weapon" in public. This includes:
Class A misdemeanor (up to 1 year jail). Enhanced penalties if intent to use unlawfully.
Very limited – primarily law enforcement, security with specific licenses, certain martial arts training contexts. No general self-defense carry permit exists for batons in NYC.