nautechsystems/nautilus_trader · error · anyhow::Error

Invalid execution time format: {time_str}

Error message

Invalid execution time format: {time_str}

What it means

IB execution timestamps must contain both a date and a time component separated by a space (with an optional third token for the timezone, e.g. an IANA name like America/New_York). parse_execution_time splits the string into at most three space-separated parts and bails with this error when fewer than two parts (date + time) are present.

Source

Thrown at crates/adapters/interactive_brokers/src/execution/parse.rs:412

/// DST fall-back folds resolve to the earliest matching instant.
pub fn parse_execution_time(time_str: &str) -> anyhow::Result<UnixNanos> {
    const NAIVE_FORMAT: &str = "%Y%m%d %H:%M:%S";

    // Hyphenated, space-less form (e.g. "20250225-15:15:00") is always UTC.
    if !time_str.contains(' ') {
        let normalized = time_str.replace('-', " ");
        let dt = DateTime::strptime(NAIVE_FORMAT, &normalized).map_err(|e| {
            anyhow::anyhow!("Failed to parse execution timestamp '{time_str}': {e}")
        })?;
        return datetime_to_unix_nanos(Offset::UTC.to_timestamp(dt)?, time_str);
    }

    // Split into at most three parts: date, time, and optional timezone token.
    // The timezone token itself never contains a space, so `splitn(3, ' ')`
    // correctly groups IANA names such as "America/New_York".
    let mut parts = time_str.splitn(3, ' ');
    let (Some(date), Some(time)) = (parts.next(), parts.next()) else {
        anyhow::bail!("Invalid execution time format: {time_str}");
    };
    let tz_str = parts.next().unwrap_or("").trim();

    let naive_str = format!("{date} {time}");
    let dt = DateTime::strptime(NAIVE_FORMAT, &naive_str)
        .map_err(|e| anyhow::anyhow!("Failed to parse execution timestamp '{time_str}': {e}"))?;

    let utc = if tz_str.is_empty() {
        Offset::UTC.to_timestamp(dt)?
    } else {
        localize_with_zone(dt, tz_str, time_str)?
    };

    datetime_to_unix_nanos(utc, time_str)
}

/// Localize a naive timestamp against an IB timezone token and convert to UTC.
///

View on GitHub (pinned to 18893faf8b)

Solutions

1. Check the raw IB message and ensure the execution time field contains both date and time, e.g. '20260908 10:15:30 US/Eastern'.
2. Log/inspect time_str shown in the error to see exactly what the adapter received; fix the upstream parsing that produced a truncated value.
3. Handle empty timestamps before calling by defaulting or skipping the fill.
4. If IB changed its report format, update NAIVE_FORMAT in parse.rs and the splitting logic accordingly.

Example fix

// before
let time_str = "20260908"; // missing time part
parse_execution_time(time_str)?;
// after
let time_str = "20260908 14:30:05"; // date + time (+ optional tz)
parse_execution_time(time_str)?;

fn looks_like_ib_execution_time(s: &str) -> bool {
    // Expect at least 'YYYYMMDD HH:MM:SS' (optionally plus a timezone token)
    let mut parts = s.split(' ');
    let date = parts.next().unwrap_or("");
    let time = parts.next().unwrap_or("");
    date.len() == 8 && date.chars().all(|c| c.is_ascii_digit())
        && time.len() >= 8 && time.contains(':')
}

match parse_execution_time(time_str) {
    Err(e) if e.to_string().starts_with("Invalid execution time format") => {
        log::warn!("skipping fill with malformed timestamp: {time_str:?}");
        // skip or substitute a default before retrying
    }
    other => other?,
}

When it happens

Trigger: Passing a timestamp string to parse_execution_time (directly or via parse_historical_fill_report, handle_execution_data, pending-combo fill building, or leg fill generation) that lacks a space-separated date and time — e.g. an empty string, only a date like '20260908', or a malformed value.

Common situations: Empty or missing execution time fields in IB fill/execution reports; broker responses using an unexpected format; concatenation bugs producing a single token; regional IB report formats differing from the expected YYYYMMDD HH:MM:SS layout.

Related errors

• Execution timestamp '{time_str}' is non-existent in timezone
• Negative nanosecond timestamp from: {timestamp}
• Venue '{venue_str}' is not a DEX venue (expected format 'Cha
• invalid negative Binance {field} timestamp: {value}
• Binance {field} timestamp is outside the UnixNanos range: {v

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/d2cb695c6d3235ba. Report an issue: GitHub.