nautechsystems/nautilus_trader · error

DBN message type is not currently supported

Error message

DBN message type is not currently supported

What it means

get_nautilus_instrument_id_for_record only handles a fixed set of DBN message types (e.g. TradeMsg, Mbp1Msg, CbboMsg, TbboMsg etc.). If the record is a DBN schema the adapter does not match, it fails with this error instead of extracting the instrument id.

Source

Thrown at crates/adapters/databento/src/symbology.rs:139

        (msg.hd.instrument_id, msg.ts_recv)
    } else if let Some(msg) = record.get::<dbn::OhlcvMsg>() {
        (msg.hd.instrument_id, msg.hd.ts_event)
    } else if let Some(msg) = record.get::<dbn::StatusMsg>() {
        (msg.hd.instrument_id, msg.ts_recv)
    } else if let Some(msg) = record.get::<dbn::ImbalanceMsg>() {
        (msg.hd.instrument_id, msg.ts_recv)
    } else if let Some(msg) = record.get::<dbn::StatMsg>() {
        (msg.hd.instrument_id, msg.ts_recv)
    } else if let Some(msg) = record.get::<dbn::InstrumentDefMsg>() {
        (msg.hd.instrument_id, msg.ts_recv)
    } else if let Some(msg) = record.get::<dbn::Cmbp1Msg>() {
        (msg.hd.instrument_id, msg.ts_recv)
    } else if let Some(msg) = record.get::<dbn::CbboMsg>() {
        (msg.hd.instrument_id, msg.ts_recv)
    } else if let Some(msg) = record.get::<dbn::TbboMsg>() {
        (msg.hd.instrument_id, msg.ts_recv)
    } else {
        anyhow::bail!("DBN message type is not currently supported")
    };

    let duration = time::Duration::nanoseconds(nanoseconds as i64);
    let datetime = time::OffsetDateTime::UNIX_EPOCH
        .checked_add(duration)
        .ok_or_else(|| anyhow::anyhow!("Timestamp overflow for record"))?;
    let date = datetime.date();
    let symbol_map = metadata.symbol_map_for_date(date)?;
    let raw_symbol = symbol_map
        .get(instrument_id)
        .ok_or_else(|| anyhow::anyhow!("No raw symbol found for {instrument_id}"))?;

    let symbol = Symbol::from_str_unchecked(raw_symbol);

    Ok(InstrumentId::new(symbol, venue))
}

#[must_use]

View on GitHub (pinned to 18893faf8b)

Solutions

1. Only subscribe to schemas supported by the adapter, or filter records before decoding
2. Update the match chain to handle the new DBN message type
3. Check the Databento schema list against the adapter's supported types

Example fix

// before
} else {
    anyhow::bail!("DBN message type is not currently supported")
};
// after
} else if let Some(msg) = record.get::<dbn::StatMsg>() {
    (msg.hd.instrument_id, msg.ts_recv)
} else {
    log::debug!("Unsupported DBN message type, skipping");
    return Ok(None);
};

// only request schemas the adapter supports
const SUPPORTED: &[dbn::Schema] = &[dbn::Schema::Trades, dbn::Schema::Mbp1, ...];
assert!(SUPPORTED.contains(&schema));

fn is_supported_record(r: &dbn::RecordRef) -> bool {
    r.get::<dbn::TradeMsg>().is_some()
        || r.get::<dbn::Mbp1Msg>().is_some()
        || r.get::<dbn::CbboMsg>().is_some()
        || r.get::<dbn::TbboMsg>().is_some()
}

match decode_nautilus_instrument_id(record) {
    Ok(id) => ..., 
    Err(e) if e.to_string().contains("not currently supported") => {
        log::debug!("skipping unsupported record");
    }
    Err(e) => return Err(e),
}

When it happens

Trigger: Decoding a Databento subscription whose schema (e.g. definition, statistics, imbalance) is not in the supported match chain of record.get::<T>() calls.

Common situations: Subscribing to new/uncommon Databento schemas without updating adapter support; passing raw records from a multi-schema subscription through instrument-id decoding.

Related errors

• Invalid `{SCHEMA_PARAM}` '{schema}'. Must be one of: {allowe
• DBN message type is not currently supported
• Invalid schema. Must be one of: mbp-1, tbbo, bbo-1s, bbo-1m,
• Invalid schema {dbn_schema}
• Invalid schema. Must be one of: trades, tbbo, tcbbo, mbp-1,

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/2ea34eb21dce0168. Report an issue: GitHub.