B737 Next Generation Undifferentiated
Flight Crew Multiengine; Flight Crew Instrument; Flight Crew Air Transport Pilot (ATP); Flight Crew Commercial
Flight Crew Last 90 Days 189; Flight Crew Type 2422
Situational Awareness
Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Air Traffic Control Issued New Clearance; Flight Crew Returned To Clearance; Flight Crew Became Reoriented
Procedure; Human Factors
Just prior to the IAF on RNAV (RNP) Z Runway 35R; I thought I heard (and read back) 'Expect RNAV 35R.' I then queried whether ATC said cleared the approach; to which they answered 'Affirmative; cleared the approach.' We set the final approach fix altitude and just as we were passing the IAF noticed that we had not closed the discontinuity between the arrival and the approach. The aircraft did not follow the lateral line of the approach and we requested vectors for final. The remainder of the approach and landing was uneventful.
[Report narrative contained no additional information.]
B737 NG flight crew reported a track deviation occurred on the RNAV (RNP) Z approach to 35R in DEN when they failed to notice a discontinuity in the FMC programmed route.