nautechsystems/nautilus_trader · error

historical BinanceBar requests require EXTERNAL aggregation

Error message

historical BinanceBar requests require EXTERNAL aggregation

What it means

Historical BinanceBar requests are fulfilled from Binance's REST kline API, which returns externally (exchange) aggregated bars. Requesting bars whose aggregation source is Internal (locally aggregated) cannot be served by request_data and is rejected with anyhow::ensure!.

Solutions

  1. Build the bar type with AggregationSource::External for historical requests.
  2. Use the dedicated historical/request API that constructs EXTERNAL bar types for Binance klines.
  3. For internal aggregation, aggregate locally from streamed quotes/trades instead of requesting history.

Example fix

// before
let bar_type = BarType::new(instrument_id, BarAggregation::Minute, PriceType::Last, AggregationSource::Internal);
// after
let bar_type = BarType::new(instrument_id, BarAggregation::Minute, PriceType::Last, AggregationSource::External);
Defensive patterns

Strategy: validation

Validate before calling

fn ensure_external_bars(bar_type: &BarType) -> Result<(), String> {
    if bar_type.aggregation_source() == AggregationSource::External { Ok(()) }
    else { Err("historical requests need EXTERNAL aggregation".into()) }
}

Type guard

fn is_external_bar_type(bar_type: &BarType) -> bool {
    bar_type.aggregation_source() == AggregationSource::External
}

Try / catch

if is_external_bar_type(&bar_type) {
    client.request_data(request)?;
} else {
    log::warn!("skipping history request: internal bars not served by Binance REST");
}

Prevention

When it happens

Trigger: Calling request_data with a BinanceBar custom data type whose parsed bar_type.aggregation_source() is not AggregationSource::External, e.g. a bar type built with INTERNAL aggregation.

Common situations: Constructing bar types programmatically and forgetting to mark aggregation as external; reusing live-subscription bar types (internal aggregation) for historical requests.

Understand the failure class

Background: "Must be a positive integer", "Invalid value", "Unsupported": the invalid-argument-value error family, when a library rejects the value you pass — this error's family across 35 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/0a72ede1341fa72b. Report an issue: GitHub.

Appendix: source

Thrown at crates/adapters/binance/src/spot/data.rs:2258

                    }
                }
                Err(e) => log::error!("Instrument request failed: {e:?}"),
            }
        });

        Ok(())
    }

    fn request_data(&self, request: RequestCustomData) -> anyhow::Result<()> {
        if request.data_type.type_name() != "BinanceBar" {
            log::warn!(
                "Unsupported custom data request: {}",
                request.data_type.type_name()
            );
            return Ok(());
        }
        let bar_type = parse_binance_bar_type(&request.data_type)?;
        anyhow::ensure!(
            bar_type.aggregation_source() == AggregationSource::External,
            "historical BinanceBar requests require EXTERNAL aggregation"
        );
        anyhow::ensure!(
            bar_type.spec().price_type == PriceType::Last,
            "historical BinanceBar requests require LAST price type"
        );
        anyhow::ensure!(
            bar_type.spec().is_time_aggregated(),
            "historical BinanceBar requests require time aggregation"
        );
        let http = self.http_client.clone();
        let sender = self.data_sender.clone();
        let request_id = request.request_id;
        let client_id = request.client_id;
        let data_type = request.data_type;
        let start = request.start;
        let end = request.end;

View on GitHub (pinned to 18893faf8b)