Sorry, I can't find a conection between Frank Marion Day and James Harvey Day of Marion Co., Indiana.

Possible siblings of James Havey Day could be Jacob Lewis, William E, John, Amos, Mary E, David, Nancy, William W, Lewis and Mary.
Could one of these males be the father of Frank Marion Day?

Was Frank his given name or was it Franklin or Francis?
My grandfather, the son of James Harvey Day was Oscar Franklin Day, but he went by Frank Day.