No venue config found for venue '{venue}' (required by instr

Error message

No venue config found for venue '{venue}' (required by instrument {instrument_id})

What it means

During backtest node configuration validation, every instrument referenced by a data config must belong to a venue that also has a venue config defined. This error is thrown when an instrument's venue is not present in the configured venue names, so the backtest engine cannot build a matching venue/matching-engine for it.

Source

Thrown at crates/backtest/src/node.rs:344

        );

        let venue_names: Vec<String> = config
            .venues()
            .iter()
            .map(|v| v.name().to_string())
            .collect();

        for data_config in config.data() {
            if let (Some(start), Some(end)) = (data_config.start_time(), data_config.end_time()) {
                anyhow::ensure!(
                    start <= end,
                    "Data config start_time ({start}) must be <= end_time ({end})"
                );
            }

            for instrument_id in data_config.get_instrument_ids()? {
                let venue = instrument_id.venue.to_string();
                anyhow::ensure!(
                    venue_names.contains(&venue),
                    "No venue config found for venue '{venue}' (required by instrument {instrument_id})"
                );
            }
        }

        for venue_config in config.venues() {
            let needs_book_data = matches!(
                venue_config.book_type(),
                BookType::L2_MBP | BookType::L3_MBO
            );

            if needs_book_data {
                let venue_name = venue_config.name().to_string();
                let has_book_data = config.data().iter().any(|dc| {
                    let is_book_type = matches!(
                        dc.data_type(),
                        NautilusDataType::OrderBookDelta | NautilusDataType::OrderBookDepth10

View on GitHub (pinned to 18893faf8b)

Solutions

Add a venue config for the missing venue via BacktestNode.add_venue(...) before building the node.
Check each instrument ID's venue suffix and correct typos so it matches a configured venue name.
Remove data configs / instruments whose venues are not part of the backtest.

Example fix

// before
node.add_data(InstrumentId::from("AAPL.NASDAQ")); // no NASDAQ venue configured
// after
node.add_venue(Venue::from("NASDAQ"));
node.add_data(InstrumentId::from("AAPL.NASDAQ"));

Defensive patterns

Strategy: validation

Validate before calling

# python side, before building the node
venue_names = {v.name for v in venue_configs}
for inst in instruments:
    assert inst.venue.value in venue_names, f"venue {inst.venue.value} missing for {inst.id}"

Try / catch

try:
    node = BacktestNode(config)
except ValueError as e:
    if "No venue config found" in str(e):
        # log venue names + instrument ids and abort config build
        raise SystemExit(f"Backtest misconfigured: {e}")
    raise

Prevention

Build venue configs from the same source as instrument IDs (derive venues from instruments, not hand-written lists).
Keep instrument ID venue suffixes consistent with a single shared venue naming constant.
Validate all data configs and venue configs together in a small pre-check function before BacktestNode::new.

When it happens

Trigger: Constructing a BacktestNode via BacktestNode::new and calling add_data (or passing a data config whose get_instrument_ids() yields instruments) where an instrument's venue (e.g. 'SIM' in 'AAPL.NASDAQ') has no corresponding add_venue call.

Common situations: Typo in the venue suffix of an instrument ID (e.g. 'EUR/USD.SIM' vs venue 'SIMULATION'); adding market data for a venue that was never registered; loading instruments from a catalog for exchanges not configured in the node.

Understand the failure class

Background: "X is required", "must be set", "cannot be empty": the missing-required-config error family, from Vertex AI project/location to WeChat keys — this error's family across 18 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/a6e1c7887a1139aa. Report an issue: GitHub.