A twin roll casting machine and method of continuously casting thin strip that enables the manufacture of thin strip by applying a thrust force through casting roll support structures on each casting roll to bias the casting rolls together, such that a majority portion of the thrust force counterbalance ferrostatic pressure. Cooling water is caused to flow through rotary joints (10) that are attached to one or both of the ends of casting rolls 1. The rotary joints 10 at each casting cause cooling water to flow into and from the passages in the casting rolls and exert forces on the casting rolls generally in the direction along the rotational axis of the casting rolls 1.