nautechsystems/nautilus_trader · error

Invalid schema. Must be one of: mbp-1, tbbo, bbo-1s, bbo-1m,

Error message

Invalid schema. Must be one of: mbp-1, tbbo, bbo-1s, bbo-1m, cmbp-1, tcbbo, cbbo-1s, cbbo-1m

What it means

`get_range_quotes` only supports quote-producing Databento schemas: mbp-1, tbbo, bbo-1s, bbo-1m, cmbp-1, tcbbo, cbbo-1s, cbbo-1m. Any other schema value passed in the request params causes this bail before the data request is made. It is an early input-validation guard against schemas whose records cannot be converted into `QuoteTick`.

Source

Thrown at crates/adapters/databento/src/historical.rs:373

            .symbols
            .first()
            .ok_or_else(|| anyhow::anyhow!("No symbols provided"))?;
        let stype_in = infer_symbology_type(first_symbol);
        let end = params.end.unwrap_or_else(|| self.clock.get_time_ns());
        let time_range = get_date_time_range(params.start, end)?;
        let schema = schema.unwrap_or_else(|| "mbp-1".to_string());
        let dbn_schema = dbn::Schema::from_str(&schema)?;

        match dbn_schema {
            dbn::Schema::Mbp1
            | dbn::Schema::Tbbo
            | dbn::Schema::Bbo1S
            | dbn::Schema::Bbo1M
            | dbn::Schema::Cmbp1
            | dbn::Schema::Tcbbo
            | dbn::Schema::Cbbo1S
            | dbn::Schema::Cbbo1M => (),
            _ => anyhow::bail!(
                "Invalid schema. Must be one of: mbp-1, tbbo, bbo-1s, bbo-1m, cmbp-1, tcbbo, cbbo-1s, cbbo-1m"
            ),
        }

        let range_params = GetRangeParams::builder()
            .dataset(params.dataset)
            .date_time_range(time_range)
            .symbols(symbols)
            .stype_in(stype_in)
            .schema(dbn_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
            .timeseries()

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Set `schema` to one of the supported quote schemas (mbp-1, tbbo, bbo-1s, bbo-1m, cmbp-1, tcbbo, cbbo-1s, cbbo-1m).
  2. If you need trades, call `get_range_trades` instead; for depth use `get_range_order_book_depth10`.
  3. Validate/normalize the schema value in your config before constructing the request.
  4. If a newly-released Databento schema is needed, update the adapter's match arm to support it.

Example fix

// before
let params = params.schema(dbn::Schema::Trades);
historical.get_range_quotes(params).await?;
// after
let params = params.schema(dbn::Schema::Mbp1);
historical.get_range_quotes(params).await?;
Defensive patterns

Strategy: validation

Validate before calling

const QUOTE_SCHEMAS: &[dbn::Schema] = &[
    dbn::Schema::Mbp1, dbn::Schema::Tbbo, dbn::Schema::Bbo1S,
    dbn::Schema::Bbo1M, dbn::Schema::Cmbp1, dbn::Schema::Tcbbo,
    dbn::Schema::Cbbo1S, dbn::Schema::Cbbo1M,
];
assert!(QUOTE_SCHEMAS.contains(&schema), "unsupported quote schema");

Type guard

fn is_quote_schema(s: dbn::Schema) -> bool {
    matches!(s, dbn::Schema::Mbp1 | dbn::Schema::Tbbo | dbn::Schema::Bbo1S
        | dbn::Schema::Bbo1M | dbn::Schema::Cmbp1 | dbn::Schema::Tcbbo
        | dbn::Schema::Cbbo1S | dbn::Schema::Cbbo1M)
}

Prevention

When it happens

Trigger: Calling `get_range_quotes` (historical quotes fetch) with `params.schema` set to e.g. `trades`, `ohlcv-1m`, `mbp-10`, or any schema outside the allow-list.

Common situations: Copy-pasting a schema string/enum from a trades or depth request into a quotes request; building the schema dynamically from config where the wrong value was configured; Databento adding a new schema not yet allow-listed.

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


AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/9a07701d3f1192f3. Report an issue: GitHub.