Flight Crew Instrument
Confusion
ATC Issue All Types; Conflict Airborne Conflict; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance
General None Reported / Taken
Procedure; Airspace Structure; Human Factors
During our initial approach phase into JFK and after shooting the CAMRN4 arrival we were instructed to maintain present heading after CAMRN for vectors to runway 04R. Then; we were told by the controller to descend to 7000ft; after that we were vectored to the 04L and asked us to descend to 2000ft; and since we were doing 200kts the controller decided to vector us around to position us as the last aircraft for the approach. In the meantime; we were given heading 090 to the 04L and while doing so I noticed an amber traffic off my left side on the NAV Display (same altitude) followed by a traffic Advisory (TA). The controller steps into the frequency and very agitated instruct us to 'IMMEDIATELY TURN RIGHT HEADING 360'. At this point I had to disconnect the autopilot in order to react faster to such an event. The controller continued to vector us and hand us off to tower. We finished the approach and landed successfully on runway 04R. At NO point during this approach we received a Resolution Advisory (RA) just to clarify; but an evasive maneuver by the pilots took place in order to NOT get into a more serious manner.
Pilot reported receiving a Traffic Advisory during vectoring to final approach.