nautechsystems/nautilus_trader · error

Derive does not support {aggregation:?} bars

Error message

Derive does not support {aggregation:?} bars

What it means

bar_spec_to_derive_period only implements Minute/Hour/Day/Week aggregations for the Derive adapter; any other NautilusTrader BarAggregation (e.g. Second, Tick, Volume) has no Derive interval mapping and is rejected with this bail.

Source

Thrown at crates/adapters/derive/src/websocket/parse.rs:678

        BarAggregation::Hour => match step {
            1 => Ok(3600),
            4 => Ok(14400),
            8 => Ok(28800),
            _ => anyhow::bail!("Derive only supports hour intervals 1, 4, 8"),
        },
        BarAggregation::Day => {
            if step != 1 {
                anyhow::bail!("Derive only supports 1 DAY interval bars");
            }
            Ok(86400)
        }
        BarAggregation::Week => {
            if step != 1 {
                anyhow::bail!("Derive only supports 1 WEEK interval bars");
            }
            Ok(604800)
        }
        _ => anyhow::bail!("Derive does not support {aggregation:?} bars"),
    }
}

fn timestamp_seconds_to_nanos(value: u64, field: &str) -> anyhow::Result<UnixNanos> {
    let nanos = value
        .checked_mul(NANOSECONDS_IN_SECOND)
        .with_context(|| format!("Derive {field} overflows nanoseconds"))?;
    Ok(UnixNanos::from(nanos))
}

/// Parses an option ticker payload into [`OptionGreeks`].
///
/// Returns `Ok(None)` when the ticker does not carry option pricing.
///
/// # Errors
///
/// Returns an error when the ticker timestamp is negative or overflows.
pub fn parse_option_greeks(

View on GitHub (pinned to 18893faf8b)

Solutions

1. Use Minute, Hour, Day, or Week aggregation in the BarSpecification
2. Use second-based bars only with an adapter that supports them
3. Check Derive's supported intervals before configuring bar subscriptions

Example fix

// before
let spec = BarSpecification::new(15.into(), BarAggregation::Second, PriceType::Last);
// after
let spec = BarSpecification::new(15.into(), BarAggregation::Minute, PriceType::Last);

const DERIVE_AGGREGATIONS: &[BarAggregation] = &[BarAggregation::Minute, BarAggregation::Hour, BarAggregation::Day, BarAggregation::Week];
fn is_derive_aggregation_supported(agg: BarAggregation) -> bool {
    DERIVE_AGGREGATIONS.contains(&agg)
}

When it happens

Trigger: Calling request_bars with a BarSpecification whose aggregation is not Minute, Hour, Day, or Week — e.g. BarAggregation::Second, Tick, Volume, or Dollar based bars.

Common situations: Reusing a bar spec written for a tick/volume-capable adapter with the Derive adapter; defaulting specs that use second-based aggregation for intraday strategies.

Related errors

• Derive only supports 1 WEEK interval bars
• Unsupported bar aggregation: {:?}
• Unsupported bar aggregation for Kraken Futures: {other:?}
• `handle_bar` is not implemented for `{}`
• Aggregation not time based

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/ef4071b6ff2c1e04. Report an issue: GitHub.