The U.S. Justice Department on Wednesday opened a civil rights investigation into the death of a black man who was shot by a white police officer outside a Baton Rouge convenience store on Tuesday.

A cellphone video purporting to show the events leading up to and including the death of Alton Sterling led some Louisiana residents to protest on Tuesday, and Gov. John Bel Edwards acknowledged Wednesday the video was "disturbing to say the least."

Baton Rouge Police Chief Carl Dabadie Jr. refused calls to resign but vowed to find out exactly what happened between Sterling and the two officers seen wrestling with him in the video.

"Like you, there is a lot that we do not understand. And at this point, like you, I am demanding answers," he said.

Dabadie Jr. called the shooting a "horrible tragedy" and confirmed that Sterling was armed when officers Blane Salamoni and Howie Lake II approached him. However, it has not been established whether Sterling had a gun in his hand at any point during the altercation he had with officers that ultimately led to his death. Salamoni is a four-year veteran of the force and Lake has been with the department for three years. It is unclear if one of the officers or both fired the fatal shots.

"The Justice Department will collect all available facts and evidence and conduct a fair, thorough and impartial investigation," a department statement said.

Footage from dashboard cameras, body cameras and surveillance cameras that were inside the convenience store Sterling was standing in front of were in the process of being turned over to DOJ investigators, officials said.

The news came hours after it was revealed by a state lawmaker that body cameras worn by the two police officers involved in the incident did not capture the critical moment when one of the officers shot and killed Sterling.

State Rep. C. Denise Marcelle, D-Baton Rouge, said Dabadie Jr. told her on Tuesday that the body cameras on both officers involved in the incident fell off as they tussled with Sterling. But a police spokesperson said later both cameras continued recording after they were dislodged, retaining audio and perhaps some video that could prove valuable to authorities.

A cellphone video, shot by a bystander, fueled public anger, prompting protests on Tuesday night.

The Associated Press has not been able to authenticate the video, but the appearance of the store in the video matches the front of convenience store where the shooting occurred. The man being subdued by police was wearing a red shirt, matching the description given earlier by police.

In the video, which appears to be shot from inside a nearby parked car, one of two police officers outside the store can be seen tackling the man in the red shirt and wrestling him to the ground. Then the other officer helps him hold the man down.

At one point someone can be heard saying, "He's got a gun! Gun!" and then one officer on top of the man can be seen pulling his weapon from his holster. After some shouting, what sounds like a gunshot can be heard and the camera pulls away. Then another four shots can be heard. At one point, a person in the vehicle asks "They shot him?" as a woman can be heard crying.

Officers responded to the store about 12:35 a.m. Tuesday after an anonymous caller indicated a man selling music CDs and wearing a red shirt threatened him with a gun, Cpl. L'Jean McKneely said.

Two officers responded and had some type of altercation with the man and one officer fatally shot the suspect, McKneely said. Both officers were placed on administrative leave, which is standard department policy, he said.

The store's owner, Abdul Muflahi, told WAFB-TV that the first officer used a stun gun on Sterling and the second officer tackled the man. Muflahi said as Sterling fought to get the officer off of him, the first officer shot him "four to six times."

The owner said Sterling did not have a gun in his hand at the time but he saw officers remove a gun from Sterling's pocket after the shooting.

The Advocate reported a crowd that gathered late Tuesday afternoon at the store where Sterling died grew to more than 200 people. They chanted "black lives matter" and "hands up don't shoot" and waved signs late into the night, according to the newspaper.

A vigil was also planned for 6 p.m. on Wednesday at the same location.

By dawn Wednesday, protesters and friends had created a makeshift memorial to Sterling on the white folding tables and fold out chair he had used to sell homemade music compilations on CD's.

Arthur Baines came by to pay his respects. He said Sterling had stayed with his sister at some point.

"He never bothered nobody. He was just trying to make an honest dollar," Baines said. He said he thought Sterling was out late on July 4th because more people were out on the holiday: "That's really how he made all of his money."

Mufleh Alatiyat, a 25-year old employee of the store described Sterling as generous and said he often gave away CDs or petty cash or bought food or drink for some people.

"He was a very nice guy," he said. "He helped a lot of people."

An autopsy shows Sterling died of multiple gunshot, East Baton Rouge Parish Coroner Dr. William Clark said.

Kimberly Lang said she purchased CDs from Sterling on occasion and said he did not have a reputation for violence, according to a report by NOLA.com/The Times-Picayune. If Sterling did have a gun on him, Lang said, it was probably because he feared being robbed while peddling his CDs late at night, not because he wanted to threaten anyone.

The Associated Press contributed to this report.