nautechsystems/nautilus_trader · error

Cannot subscribe for synthetic instrument `InstrumentStatus`

Error message

Cannot subscribe for synthetic instrument `InstrumentStatus` data

What it means

InstrumentStatus data is venue-reported and has no meaning for synthetic instruments, which are generated locally. When a SubscribeCommand for InstrumentStatus targets a synthetic instrument ID, the engine bails immediately rather than forwarding an impossible command to a client.

Source

Thrown at crates/data/src/engine/mod.rs:1099

            SubscribeCommand::Quotes(cmd) if cmd.instrument_id.is_synthetic() => {
                self.subscribe_synthetic_quotes(cmd.instrument_id);
                return Ok(());
            }
            SubscribeCommand::Quotes(cmd)
                if self.is_spread_quote_command(cmd.instrument_id, cmd.params.as_ref()) =>
            {
                self.subscribe_spread_quotes(cmd);
                return Ok(());
            }
            SubscribeCommand::Trades(cmd) if cmd.instrument_id.is_synthetic() => {
                self.subscribe_synthetic_trades(cmd.instrument_id);
                return Ok(());
            }
            SubscribeCommand::Instrument(cmd) if cmd.instrument_id.is_synthetic() => {
                anyhow::bail!("Cannot subscribe for synthetic instrument `Instrument` data");
            }
            SubscribeCommand::InstrumentStatus(cmd) if cmd.instrument_id.is_synthetic() => {
                anyhow::bail!("Cannot subscribe for synthetic instrument `InstrumentStatus` data");
            }
            SubscribeCommand::InstrumentClose(cmd) if cmd.instrument_id.is_synthetic() => {
                anyhow::bail!("Cannot subscribe for synthetic instrument `InstrumentClose` data");
            }
            SubscribeCommand::OptionGreeks(cmd) if cmd.instrument_id.is_synthetic() => {
                anyhow::bail!("Cannot subscribe for synthetic instrument `OptionGreeks` data");
            }
            _ => {} // Do nothing else
        }

        let retained = cmd.clone();

        // Book ownership, including failed acquisitions, is already counted by the engine
        let retain_on_failure = !matches!(
            &cmd,
            SubscribeCommand::BookDeltas(_) | SubscribeCommand::BookDepth10(_)
        );

View on GitHub (pinned to 18893faf8b)

Solutions

1. Exclude synthetic instrument IDs from InstrumentStatus subscriptions (skip ids where is_synthetic() is true).
2. Subscribe to a supported synthetic stream (e.g. synthetic Trades) instead if generated data is needed.
3. Only issue InstrumentStatus subscriptions for instruments that exist on a real venue.

Example fix

// before
engine.subscribe_instrument_status(synthetic_id)?;
// after
if !synthetic_id.is_synthetic() {
    engine.subscribe_instrument_status(synthetic_id)?;
}

// Rust
if !instrument_id.is_synthetic() {
    engine.subscribe_instrument_status(instrument_id)?;
}

// Rust
fn supports_instrument_status(id: &InstrumentId) -> bool {
    !id.is_synthetic()
}

// Rust
if let Err(e) = engine.subscribe_instrument_status(id) {
    if e.to_string().contains("synthetic instrument `InstrumentStatus`") {
        log::warn!("InstrumentStatus unavailable for synthetic {id}");
    } else {
        return Err(e.into());
    }
}

When it happens

Trigger: Subscribing to InstrumentStatus with an InstrumentId where is_synthetic() is true — e.g. blanket status subscriptions applied to all instrument IDs including synthetic ones.

Common situations: Generic subscription loops over a catalog that mixes real and synthetic instruments; strategy code copied from a real-instrument setup and retargeted at synthetic IDs.

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

• Cannot subscribe for synthetic instrument `Instrument` data
• Cannot subscribe for synthetic instrument `InstrumentClose`
• Cannot subscribe for synthetic instrument `OptionGreeks` dat
• Cannot unsubscribe from synthetic instrument `Instrument` da
• Cannot unsubscribe from synthetic instrument `InstrumentStat

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/10dd21506866e67e. Report an issue: GitHub.