nautechsystems/nautilus_trader · error · anyhow::Error

Cannot cache futures spread: missing option instrument {put_

Error message

Cannot cache futures spread: missing option instrument {put_instrument_id}

What it means

Same failure family as the call-side error: `cache_futures_spread` requires the put option instrument of the pair, and it was not found in the cache, so the futures-spread price cannot be computed. The call instrument was found but the put instrument lookup returned None.

Source

Thrown at crates/common/src/greeks.rs:1061

    pub fn cache_futures_spread(
        &self,
        call_instrument_id: InstrumentId,
        put_instrument_id: InstrumentId,
        futures_instrument_id: InstrumentId,
    ) -> anyhow::Result<Price> {
        let cache = self.cache.borrow();
        let call_instrument = cache.instrument(&call_instrument_id).cloned();
        let put_instrument = cache.instrument(&put_instrument_id).cloned();
        let reference_future_instrument = cache.instrument(&futures_instrument_id).cloned();
        drop(cache);

        let Some(call_instrument) = call_instrument else {
            anyhow::bail!(
                "Cannot cache futures spread: missing option instrument {call_instrument_id}"
            );
        };
        let Some(put_instrument) = put_instrument else {
            anyhow::bail!(
                "Cannot cache futures spread: missing option instrument {put_instrument_id}"
            );
        };
        let Some(reference_future_instrument) = reference_future_instrument else {
            anyhow::bail!(
                "Cannot cache futures spread: no reference futures instrument for {futures_instrument_id}"
            );
        };

        if call_instrument.instrument_class() != InstrumentClass::Option
            || put_instrument.instrument_class() != InstrumentClass::Option
        {
            anyhow::bail!(
                "Cannot cache futures spread: non-option instruments provided call_instrument_id={call_instrument_id} put_instrument_id={put_instrument_id}"
            );
        }

        if call_instrument.option_kind() != Some(OptionKind::Call)

View on GitHub (pinned to 18893faf8b)

Solutions

Ensure the full option chain (both call and put legs) is loaded into the cache before calling `cache_futures_spread`
Verify the `put_instrument_id` symbol and venue against `cache.instrument_ids()`
Register the missing put instrument definition from the provider data source

Example fix

// before
greeks.cache_futures_spread(&call_id, &put_id, &future_id)?;
// after
for id in [&call_id, &put_id, &future_id] {
    assert!(cache.instrument(id).is_some(), "{id} missing from cache");
}
greeks.cache_futures_spread(&call_id, &put_id, &future_id)?;

Defensive patterns

Strategy: validation

Validate before calling

fn ensure_pair_cached(cache: &Cache, call: &InstrumentId, put: &InstrumentId) -> Result<(), String> {
    for id in [call, put] {
        if cache.instrument(id).is_none() {
            return Err(format!("{id} not in cache"));
        }
    }
    Ok(())
}

Try / catch

match greeks.cache_futures_spread(&call_id, &put_id, &future_id) {
    Ok(()) => (),
    Err(e) if e.to_string().contains("missing option instrument") => {
        tracing::warn!("{e}; ensure put leg is loaded");
        return Ok(());
    }
    Err(e) => return Err(e),
}

Prevention

Always load both legs of an options pair together
Verify put symbol formatting matches cached instrument definitions
Assert presence of all three instruments (call, put, future) before spread caching

When it happens

Trigger: Calling `cache_futures_spread(...)` with a `put_instrument_id` absent from the cache — put-leg instrument never loaded, wrong symbol/venue, or only one side of the options pair was subscribed/registered.

Common situations: Loading only call options from a chain snapshot; symbol formatting mismatch between the put leg and the cached definitions; adapter that publishes call instruments but not puts for the expiry.

Understand the failure class

Background: 'Could not be found', 'does not exist', 'not found in database': the resource-not-found family when an ID, slug, key, or URI lookup comes back empty — this error's family across 20 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/243cd6921b328c0f. Report an issue: GitHub.