Reaching the end of a departure
If you reach the end of a SID in UK airspace and have been in contact with radar (cleared to a higher level but laterally, still tracking the SID) can you just continue past the last point of the SID and continue flight plan route?
I thought this was the case originally because in the airways clearance on the ground you hear "cleared to XXXX via flight planned route XXXX departure squawk XXXX".
Although flying with a trainer the other day I was told by him to maintain heading after the last beacon until we could get a word in, since that was our clearance limit.
Where is this written down and does it apply outside the UK (ICAO) too?
Thanks in advance.