nautechsystems/nautilus_trader · error

Only LAST price type bars are supported

Error message

Only LAST price type bars are supported

What it means

BitMEX trade bins are published on last-traded price, so request_bars rejects bar specs whose PriceType is not PriceType::Last. Other price types (Bid, Ask, Mid, Index) have no venue-side equivalent on BitMEX.

Source

Thrown at crates/adapters/bitmex/src/http/client.rs:2308

    /// # Errors
    ///
    /// Returns an error if the HTTP request fails, parsing fails, or the bar specification is
    /// unsupported by BitMEX.
    pub async fn request_bars(
        &self,
        mut bar_type: BarType,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<u32>,
        partial: bool,
    ) -> anyhow::Result<Vec<Bar>> {
        bar_type = bar_type.standard();

        anyhow::ensure!(
            bar_type.aggregation_source() == AggregationSource::External,
            "Only EXTERNAL aggregation bars are supported"
        );
        anyhow::ensure!(
            bar_type.spec().price_type == PriceType::Last,
            "Only LAST price type bars are supported"
        );

        if let (Some(start), Some(end)) = (start, end) {
            anyhow::ensure!(
                start < end,
                "Invalid time range: start={start:?} end={end:?}"
            );
        }

        let spec = bar_type.spec();
        let bin_size = match (spec.aggregation, spec.step.get()) {
            (BarAggregation::Minute, 1) => "1m",
            (BarAggregation::Minute, 5) => "5m",
            (BarAggregation::Hour, 1) => "1h",
            (BarAggregation::Day, 1) => "1d",
            _ => anyhow::bail!(

View on GitHub (pinned to 18893faf8b)

Solutions

1. Switch the bar spec's price type to LAST.
2. If you need bid/ask or mid bars, subscribe to quotes and aggregate internally (INTERNAL source) instead of using request_bars.
3. Validate price_type == PriceType::Last on the BarSpec before issuing the request.

Example fix

// before
let spec = BarSpecification::new(BarAggregation::Minute, PriceType::Bid, 1);
// after
let spec = BarSpecification::new(BarAggregation::Minute, PriceType::Last, 1);

if bar_type.spec().price_type != PriceType::Last {
    return Err(anyhow::anyhow!("BitMEX bars require PriceType::Last"));
}
let bars = client.request_bars(bar_type, start, end, limit, partial).await?;

When it happens

Trigger: Calling request_bars with a bar spec whose price type is Bid, Ask, Mid, or Index.

Common situations: Constructing bar type strings like "XBTUSD*BITMEX/bid-1-minute*..."; porting config from another adapter (e.g. a CLOB with bid/ask bars) without adjusting for BitMEX limits.

Related errors

• historical BinanceBar requests require LAST price type
• Only EXTERNAL aggregation bars are supported
• Derive candles are trade-based; only PriceType::Last is supp
• Lighter candles only support LAST price type
• Unsupported bar specification for AX: {step}-{:?}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/dd86fa0fb0aef08c. Report an issue: GitHub.