What causes "BitMEX does not support {}-{:?}-{:?} bars" in nautechsystems/nautilus_trader?

Use one of the supported bar specs: 1m, 5m, 1h, or 1d

BitMEX does not support {}-{:?}-{:?} bars

Error message

BitMEX does not support {}-{:?}-{:?} bars

What it means

Raised when requesting bars for a spec BitMEX does not serve. The adapter maps only specific (aggregation, step) combinations: 1-minute, 5-minute, 1-hour, and 1-day. Any other combination (e.g. 15-minute, second-based, or Minute-3 bars) produces this error listing the unsupported step, aggregation, and price type.

Source

Thrown at crates/adapters/bitmex/src/http/client.rs:2326

        anyhow::ensure!(
            bar_type.spec().price_type == PriceType::Last,
            "Only LAST price type bars are supported"
        );

        if let (Some(start), Some(end)) = (start, end) {
            anyhow::ensure!(
                start < end,
                "Invalid time range: start={start:?} end={end:?}"
            );
        }

        let spec = bar_type.spec();
        let bin_size = match (spec.aggregation, spec.step.get()) {
            (BarAggregation::Minute, 1) => "1m",
            (BarAggregation::Minute, 5) => "5m",
            (BarAggregation::Hour, 1) => "1h",
            (BarAggregation::Day, 1) => "1d",
            _ => anyhow::bail!(
                "BitMEX does not support {}-{:?}-{:?} bars",
                spec.step.get(),
                spec.aggregation,
                spec.price_type,
            ),
        };

        let instrument_id = bar_type.instrument_id();
        let instrument = self.instrument_from_cache_by_id(instrument_id)?;

        let mut params = GetTradeBucketedParamsBuilder::default();
        params.symbol(instrument_id.symbol.as_str());
        params.bin_size(bin_size);

        if partial {
            params.partial(true);
        }

View on GitHub (pinned to 18893faf8b)

Solutions

Use one of the supported bar specs: 1m, 5m, 1h, or 1d
Request 1m bars and aggregate locally to the desired interval (e.g. 15m)
Check the BitMEX API documentation for currently supported binSizes, as the adapter supports only this fixed subset

Example fix

// before
let bar_type = BarType::new(instrument_id, BarAggregation::Minute, 15, PriceType::Last);
// after
let bar_type = BarType::new(instrument_id, BarAggregation::Minute, 1, PriceType::Last); // aggregate to 15m downstream

Defensive patterns

Strategy: validation

Validate before calling

let supported = matches!(
    (bar_type.spec().aggregation, bar_type.spec().step.get()),
    (BarAggregation::Minute, 1) | (BarAggregation::Minute, 5) | (BarAggregation::Hour, 1) | (BarAggregation::Day, 1)
);
ensure!(supported, "unsupported BitMEX bar spec: {:?}", bar_type.spec());

Type guard

fn is_supported_bitmex_bar_spec(spec: &BarAggregationSpec) -> bool {
    matches!(
        (spec.aggregation, spec.step.get()),
        (BarAggregation::Minute, 1) | (BarAggregation::Minute, 5) | (BarAggregation::Hour, 1) | (BarAggregation::Day, 1)
    )
}

Try / catch

match client.request_bars(bar_type, limit).await {
    Ok(bars) => { /* handle */ }
    Err(e) if e.to_string().contains("does not support") => {
        // fall back to 1m bars and resample locally
    }
    Err(e) => return Err(e),
}

Prevention

Restrict BitMEX bar configs to 1m, 5m, 1h, and 1d
Build higher intervals (e.g. 15m, 4h) from 1m bars via local aggregation
Validate bar specs at strategy configuration load time, not request time

When it happens

Trigger: Calling bars/request with a BarType whose spec is not one of (Minute,1), (Minute,5), (Hour,1), or (Day,1). E.g. BarAggregation::Minute with step 15, or Second aggregation of any step.

Common situations: Users configuring bar aggregation intervals that work on other venues (like 15m or 4h) but not BitMEX's limited REST binSize set; strategy configs copied across adapters.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/e56ca8e17288f26c. Report an issue: GitHub.