Indie film about a small time thief

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I watched this recently it was really good but I can’t remember the title. It is a realistic, private glimpse into the life of an accomplished robber. I think it took place in Chicago. Probably released in early 2000s. It follows him in documentary style casing different possible scores and especially a Mexican grocery store. Pretty sure the actor was also the director and made another film that was also good.

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nok32 Selected answer as best 5 days ago
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Street Thief (2006)?

nok32 Selected answer as best 5 days ago