nautechsystems/nautilus_trader · error · anyhow::Error

Failed to convert historical data to Python: unsupported typ

Error message

Failed to convert historical data to Python: unsupported type

What it means

When an actor receives historical data, the Rust side converts it to a Python object before dispatching to on_historical_data. Only CustomData and Vec<CustomData> are supported for this conversion; any other data type bails. The library throws it because there is no Python representation path for the given historical data type.

Source

Thrown at crates/common/src/python/actor.rs:1209

    fn on_pool_fee_collect(&mut self, collect: &PoolFeeCollect) -> anyhow::Result<()> {
        self.dispatch_on_pool_fee_collect(collect.clone())
            .map_err(|e| anyhow::anyhow!("Python on_pool_fee_collect failed: {e}"))
    }

    #[cfg(feature = "defi")]
    fn on_pool_flash(&mut self, flash: &PoolFlash) -> anyhow::Result<()> {
        self.dispatch_on_pool_flash(flash.clone())
            .map_err(|e| anyhow::anyhow!("Python on_pool_flash failed: {e}"))
    }

    fn on_historical_data(&mut self, data: &dyn Any) -> anyhow::Result<()> {
        Python::attach(|py| {
            let py_data: Py<PyAny> = if let Some(custom_data) = data.downcast_ref::<CustomData>() {
                Py::new(py, custom_data.clone())?.into_any()
            } else if let Some(custom_data) = data.downcast_ref::<Vec<CustomData>>() {
                custom_data.clone().into_py_any(py)?
            } else {
                anyhow::bail!("Failed to convert historical data to Python: unsupported type");
            };
            self.dispatch_on_historical_data(py_data)
                .map_err(|e| anyhow::anyhow!("Python on_historical_data failed: {e}"))
        })
    }

    fn on_historical_book_deltas(&mut self, deltas: &[OrderBookDelta]) -> anyhow::Result<()> {
        self.dispatch_on_historical_book_deltas(deltas.to_vec())
            .map_err(|e| anyhow::anyhow!("Python on_historical_book_deltas failed: {e}"))
    }

    fn on_historical_book_depth(&mut self, depths: &[OrderBookDepth10]) -> anyhow::Result<()> {
        self.dispatch_on_historical_book_depth(depths.to_vec())
            .map_err(|e| anyhow::anyhow!("Python on_historical_book_depth failed: {e}"))
    }

    fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> anyhow::Result<()> {
        self.dispatch_on_historical_quotes(quotes.to_vec())

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Wrap the historical data in CustomData (or a Vec<CustomData>) before dispatching to the actor.
  2. Route non-custom data types through the appropriate typed handler (e.g. on_data / on_order_book_deltas) instead of the historical CustomData bridge.
  3. Extend the conversion match if you own the code and need support for another concrete type.

Example fix

// before
actor.call_on_historical_data(deltas); // OrderBookDeltas: unsupported
// after
let custom = CustomData::new(deltas);
actor.call_on_historical_data(custom);
Defensive patterns

Strategy: type-guard

Validate before calling

# only send supported types through the historical-data bridge
if not isinstance(data, (CustomData, list)) or (isinstance(data, list) and data and not isinstance(data[0], CustomData)):
    raise TypeError("historical data must be CustomData or Vec<CustomData>")

Type guard

def is_custom_data_payload(data) -> bool:
    return isinstance(data, CustomData) or (isinstance(data, list) and all(isinstance(x, CustomData) for x in data))

Try / catch

try:
    actor.on_historical_data(data)
except Exception as e:
    if "unsupported type" in str(e):
        wrap_and_retry_as_custom_data(data)

Prevention

When it happens

Trigger: Calling the historical-data dispatch path (requesting/replaying historical data into an actor) with data that downcasts to neither CustomData nor Vec<CustomData> — e.g. raw OrderBookDeltas, QuoteTick lists, or other core data passed through this CustomData-oriented bridge.

Common situations: Wrapping historical data requests that return core types rather than CustomData; adapters feeding non-custom backtest/replay data through the custom-data dispatch; migration of code that previously used the generic on_historical_data path with built-in types.

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

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/77567008f40f4184. Report an issue: GitHub.