Date: 201707
Local time of day: 0601-1200
Location: LGA.Tower, NY
Flight conditions: IMC
Weather elements / visibility: Turbulence
Aircraft: Medium Transport; Low Wing; 2 Turbojet Eng
Operator: Air Carrier
Operating under: Part 121
Flight plan: IFR
Mission: Passenger
Flight phase: Final Approach
Airspace: Class B LGA
ATC / advisory: Tower LGA
Second aircraft: Any Unknown or Unlisted Aircraft Manufacturer
Reporter organization: Air Carrier
Reporter function: First Officer; Pilot Not Flying
Reporter qualification: Flight Crew Air Transport Pilot (ATP)
Human factors: Workload; Time Pressure; Confusion; Situational Awareness
Second reporter function: Pilot Flying; Captain
Anomaly: ATC Issue All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Detector: Person Flight Crew
When detected: In-flight
Result: Air Traffic Control Issued New Clearance; Flight Crew Became Reoriented; Flight Crew Requested ATC Assistance / Clarification; General Flight Cancelled / Delayed
Contributing factors: Human Factors; Procedure; Weather
Primary problem: Procedure

Narrative: I was the Pilot Monitoring (PM) on the flight. When we were on with approach; we were assigned a speed of 180 knots. When approach handed us off to tower; we were immediately informed we had a 40 knot overtake on the aircraft in front of us. We began slowing and prepared for the possibility of a go around. Around that time the visibility dropped below minimums for the approach. Tower issued us a go around by saying 'Aircraft X; stop your descent; go around; fly heading 080'. The Captain pushed the TOGA buttons and we began our go around procedure. I was asked by the Captain to request an altitude since we were never given one. It was hard to get a response from Tower since the frequency was so saturated. Eventually; Tower told us to just stop our climb where we were; which was around 3000 feet. They also told us about traffic ahead of us; but we were IMC. We circled the field and shot the approach once the visibility came back up. When we were inside the final approach fix on about a 3.5 mile final; tower informed us that the RVR had dropped and asked if we'd like to continue. We chose to continue since we were already inside the FAF. Tower once more asked us if we were going to continue when we were on around a 2 mile final and we said we were. We broke out at around 400 feet and landed without incident.ATC should be clearer when issuing go arounds. Even though the published missed altitude was 2000 feet; we were told to go around when we were already at 2000 feet; and given a heading and no altitude. Therefore; we were no longer on the published missed and were expecting an altitude to be assigned. Tower was task saturated with high traffic and poor weather so it is possible that they overlooked assigning an altitude. This was a safety concern because with planes ahead and below and behind and above; we need to know the altitude we should go to. Staying at 2000 feet could have kept us too close to the aircraft in front of us.The wording that tower used could have been changed. It is unclear exactly what tower wanted us to do in this circumstance. Since they assigned a heading; did they simply forget to issue an altitude or were they expecting us to fly the heading assigned but stay at the published missed approach altitude?


Second narrative: [Report narrative contains no additional information.]


Synopsis: Air carrier flight crew reported receiving incomplete go around instructions from the Tower controller.