nautechsystems/nautilus_trader · error

Invalid `BarAggregation` for request, was {aggregation}

Error message

Invalid `BarAggregation` for request, was {aggregation}

What it means

`get_range_bars` maps a `BarAggregation` to a Databento OHLCV schema only for Second, Minute, Hour, and Day. Any other aggregation value (e.g. MinuteBar variants, Volume-based, Tick-based, Week, Month) has no Databento OHLCV schema mapping and causes this bail.

Source

Thrown at crates/adapters/databento/src/historical.rs:778

        &self,
        params: RangeQueryParams,
        aggregation: BarAggregation,
        timestamp_on_close: bool,
    ) -> anyhow::Result<Vec<Bar>> {
        let symbols: Vec<&str> = params.symbols.iter().map(String::as_str).collect();
        check_consistent_symbology(&symbols)?;

        let first_symbol = params
            .symbols
            .first()
            .ok_or_else(|| anyhow::anyhow!("No symbols provided"))?;
        let stype_in = infer_symbology_type(first_symbol);
        let schema = match aggregation {
            BarAggregation::Second => dbn::Schema::Ohlcv1S,
            BarAggregation::Minute => dbn::Schema::Ohlcv1M,
            BarAggregation::Hour => dbn::Schema::Ohlcv1H,
            BarAggregation::Day => dbn::Schema::Ohlcv1D,
            _ => anyhow::bail!("Invalid `BarAggregation` for request, was {aggregation}"),
        };

        let end = params.end.unwrap_or_else(|| self.clock.get_time_ns());
        let time_range = get_date_time_range(params.start, end)?;

        let range_params = GetRangeParams::builder()
            .dataset(params.dataset)
            .date_time_range(time_range)
            .symbols(symbols)
            .stype_in(stype_in)
            .schema(schema)
            .maybe_limit(params.limit.and_then(NonZeroU64::new))
            .build();

        let price_precision_arg = params.price_precision;

        let mut client = (*self.inner).clone();
        let mut decoder = client

View on GitHub (pinned to 18893faf8b)

Solutions

1. Restrict requests to Second, Minute, Hour, or Day aggregations.
2. Fetch a finer native interval and aggregate locally (e.g. fetch minute bars and build weekly bars client-side).
3. Validate the aggregation parameter at the call site before invoking `get_range_bars`.
4. If the data source is not Databento, route the request to an adapter that supports the aggregation.

Example fix

// before
let bars = client.get_range_bars(&params, BarAggregation::Week)?;
// after
if !matches!(aggregation, BarAggregation::Second | BarAggregation::Minute | BarAggregation::Hour | BarAggregation::Day) {
    anyhow::bail!("aggregation {:?} unsupported by Databento historical", aggregation);
}
let bars = client.get_range_bars(&params, aggregation)?;

SUPPORTED = {"second", "minute", "hour", "day"}
assert aggregation.name.lower() in SUPPORTED, f"Databento historical supports only {SUPPORTED}, got {aggregation}"

When it happens

Trigger: Calling `get_range_bars` with `aggregation` set to anything other than `BarAggregation::Second`, `::Minute`, `::Hour`, or `::Day` — e.g. tick/volume aggregations or week/month aggregations.

Common situations: Requesting volume- or tick-aggregated bars from Databento historical (which only serves fixed OHLCV intervals); passing week/month bars; passing an aggregation enum from user config that Databento can't serve natively.

Understand the failure class

Background: Invalid enum value errors: "Unknown type", "Invalid scope", "must be one of" — when a string is not on the library's allowed list — this error's family across 23 libraries.

Related errors

• Unsupported second interval: {step}s
• Unsupported minute interval: {step}m
• Chart function must be callable, was {type(f)}
• Unsupported bar specification for AX: {step}-{:?}
• Unsupported time in force: {:?}, AX supports GTC, IOC, and D

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/707f9f8acd2aa349. Report an issue: GitHub.