Date: 201809
Local time of day: 0601-1200
Location: MDW.Airport, IL
Light: Daylight
Aircraft: B737-700
Operator: Air Carrier
Operating under: Part 121
Flight plan: IFR
Mission: Passenger
Flight phase: Initial Approach
Airspace: Class E C90
ATC / advisory: TRACON C90
Reporter organization: Air Carrier
Reporter function: First Officer; Pilot Not Flying
Reporter qualification: Flight Crew Instrument; Flight Crew Multiengine; Flight Crew Air Transport Pilot (ATP)
Human factors: Workload; Situational Awareness
Second reporter function: Pilot Flying; Captain
Anomaly: ATC Issue All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Published Material / Policy; Deviation / Discrepancy - Procedural Clearance
Detector: Person Air Traffic Control; Person Flight Crew
When detected: In-flight
Result: Air Traffic Control Issued New Clearance; Flight Crew Returned To Clearance; Flight Crew Became Reoriented
Contributing factors: Procedure; Human Factors
Primary problem: Human Factors

Narrative: It was a VFR day in MDW when the crew was arriving on the PANGG 3 RNAV Arrival. We briefed the ILS 4R transition and verified everything in the FMS. As the crew was approaching the OLCYK waypoint (15 miles out) Chicago Approach gave us the RNAV Y 4R Approach. The crew divided the tasks and the First Officer (F/O) watched the aircraft as the Captain loaded the new approach into the FMS. It was getting a little busy with an altitude change and a new frequency to Chicago Approach; so task management was trying to be utilized to keep us in the Green. Once the crew checked in with Approach; ATC cleared us for the RNAV Y 4R Approach. The Captain had re-briefed the new approach and verified the waypoints with the F/O as well as the altitudes and RNP value. Everything looked good and the crew verified the LNAV/VNAV on the PFD and set a lower altitude of 1700 FT in the altitude selector. Once crossing OLCYK (IAF) the Crew verified LNAV/VNAV and the Pilot Flying dialed in zeros. The Pilot Monitoring recognized right away that the turn did not initiate as expected and the Captain disconnected the autopilot and turned towards the next fix. In the turn ATC gave us a heading to intercept the ILS 4R which was flown and nothing else was said. Once at the gate the crew debriefed themselves on why everything was verified but the turn did not happen as expected to what was programmed in the FMS. I have flown this approach numerous times and have never had this happen in the past. I understand [procedures] require some extra programming when you are changing approaches and on an arrival; but everything was verified and crosschecked as I normally do. The crew handled the situation very well by not letting the automation take control and working with ATC to correct the problem. In the future; I believe accepting these clearances close in on busy arrivals needs to be reconsidered. I thought having 15 miles would be enough time and not rush us; so this is why as a crew we proceeded on. ATC giving crews another approach on a clear VMC day is not only increases the workload for both of us but increases the threat level too.


Second narrative: Set up for ILS 4R Approach at MDW. About 15 miles out ATC changed the approach to RNAV Y 4R Approach. We set up the box re-briefed and confirmed the RNP and re-cruised the box. LNAV VNAV was confirmed and we reset the next ALT in the window. At the fix the aircraft continued straight ahead and did not intercept the course. Pilot Monitoring noticed and notified Pilot Flying and correction initiated. ATC noticed and clearance was canceled and instructions were given to change to 4R ILS. No traffic issues and ILS visual approach was uneventful. It would be helpful if ATC gave us a little more time to change an approach. We also could have just asked for the ILS or the visual approach.


Synopsis: B737-700 flight crew reported a track deviation occurred on arrival into MDW following a late clearance change. First Officer reported late clearance changes on 'busy arrivals' can pose safety risks.