nautechsystems/nautilus_trader · error

backtest data client cannot fetch option-chain reference pri

Error message

backtest data client cannot fetch option-chain reference prices

What it means

The backtest data client intentionally does not implement option-chain reference price fetching — there is no simulated source for that data. Requests are rejected with this error rather than silently returning nothing, so callers know the capability is unsupported in backtest mode.

Source

Thrown at crates/backtest/src/data_client.rs:327

        // No-op in backtest: quotes are replayed by the engine
        Ok(())
    }

    fn request_trades(&self, _request: RequestTrades) -> anyhow::Result<()> {
        // No-op in backtest: trades are replayed by the engine
        Ok(())
    }

    fn request_bars(&self, _request: RequestBars) -> anyhow::Result<()> {
        // No-op in backtest: bars are replayed by the engine
        Ok(())
    }

    fn request_option_chain_reference_price(
        &self,
        _request: RequestOptionChainReferencePrice,
    ) -> anyhow::Result<()> {
        anyhow::bail!("backtest data client cannot fetch option-chain reference prices")
    }

    #[cfg(feature = "defi")]
    fn request_pool_snapshot(&self, _request: RequestPoolSnapshot) -> anyhow::Result<()> {
        Ok(())
    }
}

#[cfg(test)]
mod tests {
    use nautilus_core::{UUID4, UnixNanos};
    use nautilus_model::identifiers::{InstrumentId, OptionSeriesId};
    use rstest::rstest;
    use ustr::Ustr;

    use super::*;

    #[rstest]

View on GitHub (pinned to 18893faf8b)

Solutions

1. Remove or guard the RequestOptionChainReferencePrice call when running in backtest mode
2. Provide the reference prices via injected data/timers in the backtest scenario instead
3. Use a custom data client or engine extension that supplies simulated option-chain reference prices
4. Gate the request behind a capability check (only issue it against live data clients)

Example fix

// before
self.request_option_chain_reference_price(request);  // called in backtest too
// after
#[cfg(not(feature = "backtest"))]
self.request_option_chain_reference_price(request);  // live only

fn supports_option_chain_reference_price(client: &dyn DataClient) -> bool {
    // backtest data client intentionally does not implement this capability
    client.as_any().downcast_ref::<BacktestDataClient>().is_none()
}
if supports_option_chain_reference_price(&self.client) {
    self.request_option_chain_reference_price(request);
}

match client.request_option_chain_reference_price(request) {
    Ok(()) => {},
    Err(e) if e.to_string().contains("option-chain reference prices") => {
        log::warn!("Backtest mode: skipping option-chain reference price request");
    }
    Err(e) => return Err(e),
}

When it happens

Trigger: Calling request_option_chain_reference_price on the BacktestDataClient, which happens when a strategy issues a RequestOptionChainReferencePrice during a backtest.

Common situations: A live trading strategy that queries option-chain reference prices is run unmodified in a backtest; porting a live options strategy to the backtest engine without adapting data requests.

Understand the failure class

Background: UnsupportedOperationException and "is not supported" errors: when a library deliberately refuses a call — this error's family across 30 libraries.

Related errors

• Trigger/conditional orders ({order_type:?}) are not supporte
• Venue execution reports are not supported on the blockchain
• option_summary_family_subs mutex poisoned
• Cannot handle command: {command:?}
• Latency model should be initialized

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/8d5475c9a5d1d47f. Report an issue: GitHub.