I was interested in the concept so I took a look, but I tuned out after the first act. It wasn't very pleasant. "A bit of an antihero" is an understatement; it looked to me like the cop "heroes" were little more than a street gang, gunning down the bank robbers unnecessarily and pocketing much of the recovered loot. That doesn't appeal to me at all. I'm so tired of this assumption in our media culture that the only way to make an adult, sophisticated show is to make the protagonists contemptible, immoral people. That's not adulthood. Adulthood is supposed to be about responsibility and self-discipline. Giving into your worst impulses all the time is entirely immature.
The show had other problems for me too. For one thing, the gunplay was not only way overdone, it was completely inaccurate. Firearms at the time were far less accurate than modern ones, so something like the bit where the one cop shot the wounded bank robber behind his back without even looking is even more absurd in a period piece than it would be in a modern one. Heck, even with modern weapons it's not as easy to inflict kill shots on moving targets as was shown here. Given the period, given the likelihood that most of the shots would've missed badly, the sequence was just a ridiculous overindulgence in violence.
Also, maybe this is just my difficulty with faces, but I had a very hard time telling the main character and his tough-guy sidekick apart. When the latter guy was with the hooker and she was teasing about the other guy's wife leaving him, it took me a while to figure out that there were two different guys with their respective ladyfriends in two parallel scenes, and that the guy in this scene was talking about the other guy whose wife left him, rather than talking about himself in the third person. In a premiere episode, they really should make more of an effort to help us tell the characters apart.