Can I rollover my 401k while still working at employer?

[FrugalSaver]

My 401k and self directed limits my options. I’m trying to determine if I do a rollover could I then buy individual stocks and ETFs which are not allowed in my current 401k

[Much Fishing to Do]

This is called an "in service" rollover and is completely governed by the rules of your specific plan. 

When they are allowed, its often at certain ages (55, 59.5, etc) and certain intervals (like maybe once a year), but you can always ask.