The cast of 25 Kids and a Dad - 2003 includes: Hong Huang as Zhao Guang Kesheng Lei Gaowa Siqin

I am not exactly sure, but this sounds like "Spy Kids". There are currently three (perhaps four) movies about Spy Kids, but the one where their Dad has been captured was the first one.

Eric, Jaime, Tiara, Tahiti and Presley. (:

well, my dad did

House Hunters - 1999 A Divorced Dad Searches for a Home with Enough Room for His Kids 31-4 was released on:

USA: 25 March 2010