B737-800
Flight Crew Instrument; Flight Crew Multiengine; Flight Crew Air Transport Pilot (ATP)
Flight Crew Last 90 Days 347; Flight Crew Type 21662
Time Pressure; Situational Awareness
ATC Issue All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Air Traffic Control Issued Advisory / Alert; Flight Crew Became Reoriented; Flight Crew Returned To Clearance
Human Factors; Procedure
Arriving into MDW on the PANGG 3 STAR. I was the Pilot Monitoring (PM) on this leg. We were expecting vectors to the ILS 4R Approach as advertised on the ATIS. Upon contacting Approach; we were given 'fly transition to RNAV Y 4R Approach'. My First Officer (F/O) began the programming of the FMC while I was heads up. After he finished programming; I confirmed the waypoints on page 1 of the LEGS page. (I did not go to page 2 to see the discontinuity; VVMI.) Arriving over OLCYK IAF; I immediately realized we failed the right turn to the next fix; SAVRD. The F/O corrected the discontinuity error as quickly as possible and we began the turn. The Approach Controller queried our flight path and we informed him of our correction. We continued uneventfully.
B737-800 Captain reported a track deviation occurred on the RNAV Y 4R Approach to MDW. A last-minute change to the clearance was cited as contributing.