ON A VECTOR TOWARD THE ARPT DUE TO SUN POS VISIBILITY PROBS AN ACR IS HELD TOO HIGH BY ATC WHO IS DISTRACTED BY DEPARTING TFC ON THE SAME RWY RESULTING IN A MISSED APCH.

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WE WERE PROCEEDING ON THE DSCNT AND THEN APCH PHASE UNDER GRAND FORKS ATC APCH CTL. WE WERE BEING VECTORED TO THE FINAL APCH COURSE FOR THE RWY 35L LOC. GFK CLRED US TO AN ALT OF 3600 FT MSL. WE HAD DIFFICULTY SPOTTING THE ARPT DUE TO THE SUN'S SHADOWING; THE REASON WE REQUESTED RADAR VECTORS. WHEN WE DID SEE THE ARPT VISUALLY; WE STATED SO TO ATC AND ANTICIPATED BEING CLRED FOR A 'VISUAL APCH.' THEY (ATC) HELD US AT 3600 FT MSL; PERHAPS 3 MI ON FINAL FOR RWY 35L. ANOTHER ACFT WAS DEPARTING/TAKING OFF ON SAME RWY. WE BELIEVE ATC WAS PREOCCUPIED WITH THAT ACFT AND FORGOT ABOUT US. IT WAS OBVIOUS NOW WE WOULD NOT LAND BECAUSE WE ARE WAY TOO HIGH (NEARLY 2800 FT ABOVE FIELD ELEVATION) AND; I BELIEVE; BECAUSE OF THE DEPARTING ACFT WHICH SEEMED TO BE NO PROB FOR US. WE WERE INSTRUCTED TO GO AROUND WHICH ENDED UP A SUCCESS WITH A LNDG TO FOLLOW. IN CONCLUSION; WE FEEL ATC HAD US WAY TOO HIGH; FAILED TO GRANT US A VISUAL APCH WHEN WE CALLED THE ACFT IN SIGHT; AND THEY WERE TOTALLY DISTRACTED.