In June 1939, FDR entertained King George VI and Queen Margaret at a picnic in Hyde Park, New York, his “other” White House.
The picnic is significantly fictionalized. Michell and screenwriter Richard Nelson add much to the story but omit Eleanor Roosevelt’s real-life approved menu of picnic Virginia ham, smoked turkey with cranberry jelly, green salad, rolls, strawberry shortcake, coffee, local beer, and soft drinks. All we get are the hot dogs. And only the king eats one; the queen, according to Michell, does not eat a hot dog.
Roger Michell. Hyde Park on Hudson (2012)
In real life, Queen Margaret wrote an affectionate note to her daughter, nicknamed Lilibet, now Queen Elizabeth II. “There were a lot of people there,” she wrote, “and we all sat at little tables under the trees around the house and had all our food on one plate –a little salmon, some turkey, some ham, lettuce, beans & HOT DOGS too!”
First Lady Eleanor Roosevelt’s role in planning and hosting the picnic is less known. She was not seated with FDR or the king during the picnic. Michell highlights FDR’s romance with his cousin Daisy Suckley. In a fictional scene, Daisy is publicly invited to sit with FDR and the king. It’s a glaring breach of etiquette that embarrasses everyone but FDR. 
Suckley mentions the ER once in her diary as a dutiful hostess. We know of two obligatory photographs of FDR and ER flanking the Royals and FDR’s mother, Sara Delano, who sits in the center. In one, ER is smiling; in the other, she is disengaged and stares into space. Other than these images, the ER is a ghost.
The cast: Bill Murray as Franklin Roosevelt; Olivia Williams as Eleanor Roosevelt; Samuel West as King George VI; Olivia Colman as Queen Margaret; Laura Linney as Daisy Suckley.
See Roger Michell. Hyde Park on the Hudson (2012). Screenplay by Richard Nelson; Eleanor Roosevelt. The Autobiography of Eleanor Roosevelt. New York: Harper and Brothers, Publishers, 1953; Counting One’s Blessings: The Selected Letters of Queen Elizabeth the Queen Mother, ed. William Shawcross (2012); Margaret “Daisy” Suckley. Diary of Margaret Daisy Suckley; http://www.fdrlibrary.marist.edu/aboutfdr/pdfs/royal_suckleydiary.pdf; Will Swift. The Roosevelts and the Royals: Franklin and Eleanor, the King and Queen of England and the Friendship that Changed History (2004); http://www.fdrlibrary.marist.edu/aboutfdr/royalvisit.html; Felix Belair, Jr. Special to The New York Times. New York Times (1857-Current file); Jun 12, 1939; ProQuest Historical Newspapers The New York Times (1851 – 2005) http://graphics8.nytimes.com/packages/pdf/weekinreview/king_tries_hot_dog.pdf]; Peter Conradi. Hot Dogs and Cocktails: When FDR Met George VI at Hyde Park on Hudson. Alma Books: London, 2013