nautechsystems/nautilus_trader · error · anyhow::Error

FX symbol must be at least 6 characters: {symbol}

Error message

FX symbol must be at least 6 characters: {symbol}

What it means

Format guard in FxRolloverInterestRate::calc_overnight_rate: FX instrument symbols are assumed to be 6-character pairs (e.g. EURUSD) so base/quote currencies can be split; shorter symbols cannot yield two 3-letter currency codes.

Source

Thrown at crates/backtest/src/modules/fx_rollover.rs:163

        Ok(Self { rates })
    }

    /// Calculates the overnight interest rate differential for a currency pair.
    ///
    /// Returns `(base_rate - quote_rate) / 365 / 100` as a daily decimal rate.
    ///
    /// # Errors
    ///
    /// Returns an error if rate data is missing for either currency.
    pub fn calc_overnight_rate(
        &self,
        instrument_id: InstrumentId,
        date: Date,
    ) -> anyhow::Result<f64> {
        let symbol = instrument_id.symbol.as_str();
        if symbol.len() < 6 {
            anyhow::bail!("FX symbol must be at least 6 characters: {symbol}");
        }

        let base_currency = &symbol[..3];
        let quote_currency = &symbol[symbol.len() - 3..];

        let base_rate = self.lookup_rate(base_currency, date)?;
        let quote_rate = self.lookup_rate(quote_currency, date)?;

        Ok((base_rate - quote_rate) / 365.0 / 100.0)
    }

    fn lookup_rate(&self, currency: &str, date: Date) -> anyhow::Result<f64> {
        let currency_rates = self
            .rates
            .get(currency)
            .ok_or_else(|| anyhow::anyhow!("No rate data for currency {currency}"))?;

        // Try monthly key first

View on GitHub (pinned to 18893faf8b)

Solutions

1. Use a standard 6-character FX pair symbol such as EURUSD
2. Skip FX rollover for instruments that are not plain currency pairs

When it happens

Trigger: Thrown at crates/backtest/src/modules/fx_rollover.rs:163 when the library encounters an invalid state.

Common situations: See trigger scenarios.

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/d70de8ad3640ceb8. Report an issue: GitHub.