Of the six James McGreevy whose births were registered in a Roscommon district between 1864 and 1870 none had a father James.
If he was born before 1864 he won't have a birth cert in which case you would need a Baptisim, for that ideally you need to know where he came from, townland or parish and his religion of course.
Even if you do find a James with father James you can't be sure you have the correct one without more identifying information.