Date: 201810
Local time of day: 1201-1800
Location: MDW.Airport, IL
Light: Daylight
Aircraft: Commercial Fixed Wing
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: Captain; Pilot Not Flying
Reporter qualification: Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument; Flight Crew Multiengine
Human factors: Human-Machine Interface; Situational Awareness; Time Pressure
Anomaly: ATC Issue All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Detector: Person Air Traffic Control; Person Flight Crew
When detected: In-flight
Result: Air Traffic Control Issued Advisory / Alert; Air Traffic Control Issued New Clearance; Flight Crew Became Reoriented; Flight Crew Returned To Clearance
Contributing factors: Human Factors; Procedure
Primary problem: Human Factors

Narrative: We were arriving in MDW from the east on the PANGG 3 RNAV Arrival; Runway 4R transition. I was the Pilot Monitoring and the First Officer (F/O) was flying. ATIS indicated ILS 4R Approach in use. Since the weather was VFR we planned and briefed a visual approach with the ILS as a backup. Approaching OLCYK waypoint at 4000 FT and 250 knots assigned; I would say five to ten miles out; the final Approach Controller cleared us to cross OLCYK at 4000 FT; maintain 250 knots and cleared the RNAV (RNP) Y 4R Approach. We hadn't anticipated this clearance but sprang into action. As Pilot Monitoring; I saw the F/O look to his EFB to bring up the approach so I told him I would load the approach into the FMC with the OLCYK transition simultaneously. However; I only loaded the approach but did not; at that point; rectify the discontinuity that existed from OLCYK being on the arrival and also on the approach. My fleeting thought was the F/O would go over the FMC during his brief. So; the aircraft was now going to maintain its heading after OLCYK instead of flying the approach path. Once this was done I turned to load the approach to my EFB while I hear the F/O start briefing the approach without waiting for me to acknowledge I was ready; as I was still turned to my left. I did catch up right away but evidently the F/O was reading the legs from his EFB instead of from the FMC as the Pilot Flying should; so he did not catch the discontinuity. At the completion of the brief we were just about at OLCYK; I could see on the NAV Display that immediately following OLCYK the aircraft wanted to decelerate and I recommended to the F/O to press Speed Intervention and maintain the 250 knots that we were told to maintain. At OLCYK I was waiting for the aircraft to turn but it didn't. I told the F/O to turn immediately and fly the LNAV PATH but he seemed confused and not quick or aggressive enough. I knew exactly what happened the moment the aircraft did not initiate the turn at OLCYK but the 250 knot speed coupled with the slow response had us miss the turn enough that Approach Control queried us then cleared us to the next fix on the approach; SAVRD; and continue the approach from there. We were given this clearance on the ragged edge of having the time to brief it properly. Unfortunately; it was a rare quiet time approaching MDW with no aircraft ahead of me being issued the RNAV RNP to alert me. We hadn't requested the RNP but thought we could accept it with time to get set up. I wouldn't have in IMC or night but the weather conditions and lack of traffic made it seem doable. I would just have asked for vectors to the ILS final otherwise. The rushing to get set up led to a breakdown in procedures. With more time; I would have completed the loading of the FMC properly or at least been able to do a better job monitoring the F/O; while he briefed the approach. Another area is that I can't recall a time I've been issued an RNP approach to 4R. Always a vector to the ILS final. RNAV RNP's in general fall from my train of thought due to the many times I've requested them but can't get cleared for one. Maybe the ATIS; South Bend Approach or the initial Chicago Approach Controller could have mentioned expect an RNAV Y Approach.




Synopsis: Air carrier Captain reported a track deviation occurred on the RNAV (RNP) Y 4R Approach into MDW because of a late clearance and a crew FMC programming error.