B737-700
Flight Crew Multiengine; Flight Crew Commercial; Flight Crew Instrument
Flight Crew Last 90 Days 323; Flight Crew Type 2732
Time Pressure; Human-Machine Interface; Situational Awareness
ATC Issue All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance
Air Traffic Control Issued New Clearance; Flight Crew Returned To Clearance; Flight Crew Became Reoriented
Procedure; Human Factors
Inbound to DEN on the ANCHR 4 Arrival; ATIS was reporting [runways] 34R; 35L and 35R in use. ATC instructed us to expect RNP Z 35R. We had this approach loaded. ATC gave us the 'Expect RNP-Z 35R' very close to the STAR/APCH branch point. This seems to be common practice in DEN. In past experience; if you don't close the discontinuity between the arrival and the approach quick enough; you pass the branch point and the transition onto the arc onto the final. I know this and I also know Denver Approach likes to throw last minute runway/approach changes. I know that per standard operating procedures; we are not to close the discontinuity until 'CLEARED for the Approach'. Knowing all this and the trap I was setting up for; I took the bait and closed the discontinuity before being cleared for the approach. At the last minute; we were told that we would be doing the Visual Approach 35R. Since I had taken out the discontinuity; the last two downwind fixes were no longer in the routing and the aircraft arced right towards final. We were doing a configuration change and the aircraft made it about 45-60 degrees before ATC corrected us. This is on me. I knew better and got sucked in with the VFR conditions; the late 'expect RNP-Z 35R' advisory; and the last minute change to Visual 35R which required us to continue onto the downwind heading until a revised clearance was issued. I know I'm one of many who have run afoul in this exact scenario at DEN. These late and last minute clearances and changes do not give us time to make the necessary changes/selections. We end up feeling rushed or pressured. One wrong button push and your house of cards falls apart.
B737-700 First Officer reported a track deviation occurred when ATC issued a late clearance for a visual approach to DEN.