US actor Alec Baldwin insisted Saturday that he was complying with the investigation into the fatal on-set shooting of a cinematographer nearly a month after detectives obtained a warrant for his phone.

"Any suggestion that I am not complying with requests or orders or demands or search warrants about my phone, that's bullshit, that's a lie," the US actor said in a video message posted on Instagram.

He said that authorities in New Mexico, where the shooting occurred, are coordinating with authorities of New York state, where Baldwin lives, in order to obtain the phone, adding that it was a lengthy process.

"Of course, we are 1,000 percent going to comply with all that. We are perfectly fine with that," Baldwin said.

Detectives in New Mexico obtained a warrant for Baldwin's phone on December 16, as they search for evidence concerning the shooting death of Halyna Hutchins on the set of the movie "Rust," in which Baldwin was starring.

Baldwin was brandishing a Colt gun during a rehearsal for the low-budget Western being filmed in the southwestern US state in October when it discharged a live round, killing Hutchins.

The warrant said the phone could provide evidence, citing various text messages and emails sent to and from Baldwin regarding the film's production.

Investigators have not yet filed criminal charges over the tragedy, and have refused to rule out charges against anyone involved, including Baldwin.

They are gathering information about the "Rust" production going back even before the start of filming.

Baldwin was both the star and a producer of "Rust."

In his first major interview since the shooting, Baldwin said in December he had been told the gun contained no live ammunition, and had been instructed by Hutchins to point the gun in her direction as she prepared to film the scene.

Baldwin told ABC he does not feel guilty for Hutchins' death, adding that he had started cocking the gun when the bullet fired, but did not pull the trigger.

"The best way, the only way we can honor the death of Halyna Hutchins is to find out the truth. That's what I'm working towards, insisting on, demanding," Baldwin said in his Instagram post.