I'd ask my building manager. There may be rules against it. Bird poop and its detrimental effect on buildings is a big problem, and they don't usually like to encourage birds to roost on buildings.

If there is a balcony below you, you will run into problems with cast off seeds, poop, but if it's open below, you can probably get away with just feeding if you a few. Why not just try it and see if you can manage to keep it under control. I wouldn't encourage nesting.