Facebook has begun to produce documents and wants to be “cooperative” with a New York investigation into the Cambridge Analytica data breach, state attorney general Eric Schneiderman said on Thursday.

On March 20, Schneiderman announced that he and his Massachusetts counterpart had opened a joint investigation into the Facebook-Analytica scandal, and had written to Facebook to demand answers.

“We're digging in on this,” Schneiderman told reporters on Thursday.

“Thus far they have said they want to be cooperative. They've already begun to produce documents. So they're moving pretty quickly.”

On Monday, the Federal Trade Commission, a US consumer protection agency, said it had opened an inquiry into Facebook's privacy practices, including whether the company violated an earlier agreement with the FTC on how it handles user data.

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Facebook signed a consent decree with the consumer agency in 2011 settling charges that it deceived consumers by telling them they could keep their information on Facebook private, and then allowing it to be shared and made public.

The New York prosecutor, who is pressing a series of legal actions against the Trump administration, appeared to question the federal government's willingness to get involved in the Facebook saga.

“I'm not sure what's going to happen with federal inquiries if the federal government is not as anxious to do investigations of big companies as they were once,” he said.

“So we're proceeding on a state level to make sure that this goes forward and that New Yorkers are protected on Facebook,” Schneiderman added.

Facebook faces probes on both sides of the Atlantic over the hijacking of personal data on 50 million users by a consulting firm linked to Donald Trump's campaign.

The firestorm has raised new awareness on how personal data is stored and shared by internet platforms and marketers.