nautechsystems/nautilus_trader · error

Unsupported day step: {step}

Error message

Unsupported day step: {step}

What it means

bar_type_to_granularity cannot map the requested Day-aggregation bar step to a Coinbase Exchange candles granularity; Coinbase's fixed granularity set only includes a one-day bucket, so any other day step fails.

Source

Thrown at crates/adapters/coinbase/src/common/parse.rs:148

    let step = spec.step.get();

    match spec.aggregation {
        BarAggregation::Minute => match step {
            1 => Ok(CoinbaseGranularity::OneMinute),
            5 => Ok(CoinbaseGranularity::FiveMinute),
            15 => Ok(CoinbaseGranularity::FifteenMinute),
            30 => Ok(CoinbaseGranularity::ThirtyMinute),
            _ => anyhow::bail!("Unsupported minute step: {step}"),
        },
        BarAggregation::Hour => match step {
            1 => Ok(CoinbaseGranularity::OneHour),
            2 => Ok(CoinbaseGranularity::TwoHour),
            6 => Ok(CoinbaseGranularity::SixHour),
            _ => anyhow::bail!("Unsupported hour step: {step}"),
        },
        BarAggregation::Day => match step {
            1 => Ok(CoinbaseGranularity::OneDay),
            _ => anyhow::bail!("Unsupported day step: {step}"),
        },
        other => anyhow::bail!("Unsupported aggregation: {other}"),
    }
}

#[cfg(test)]
mod tests {
    use rstest::rstest;

    use super::*;

    #[rstest]
    #[case(
        "BTC-USD.COINBASE-1-MINUTE-LAST-EXTERNAL",
        CoinbaseGranularity::OneMinute
    )]
    #[case(
        "BTC-USD.COINBASE-5-MINUTE-LAST-EXTERNAL",

View on GitHub (pinned to 18893faf8b)

Solutions

1. Use a 1-day BarType (`...-1-DAY.INTERNAL`) and aggregate multiple days locally if needed.
2. Request daily bars from an exchange that supports the larger step natively.
3. Validate bar types in strategy configuration before handing them to the Coinbase data client.

Example fix

// before
"BTC-USD.COINBASE-7-DAY.INTERNAL"
// after
"BTC-USD.COINBASE-1-DAY.INTERNAL" // aggregate 7-day bars locally

if bar_type.spec().aggregation == BarAggregation::Day
    && bar_type.spec().step.get() != 1
{
    return Err(anyhow!("Coinbase supports only 1-day bars"));
}

match bar_type_to_granularity(&bar_type) {
    Ok(g) => request_candles(g),
    Err(e) if e.to_string().contains("Unsupported day step") => {
        request_candles(CoinbaseGranularity::OneDay); // combine days locally
    }
    Err(e) => return Err(e),
}

When it happens

Trigger: Calling `request_bars` with a `BarType` such as `BTC-USD.COINBASE-7-DAY.INTERNAL` — a weekly bar type that Coinbase cannot serve natively.

Common situations: Weekly/monthly bar requests pointed at Coinbase; generic strategies templated with multi-day bar types without per-exchange adjustment.

Understand the failure class

Background: "Must be a positive integer", "Invalid value", "Unsupported": the invalid-argument-value error family, when a library rejects the value you pass — this error's family across 35 libraries.

Related errors

• Unsupported minute step: {step}
• Unsupported hour step: {step}
• Unsupported aggregation: {other}
• Unsupported bar aggregation type: '{suffix}'
• Binance Spot kline subscriptions require JSON market-data mo

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/9ea3ec8b26fb1200. Report an issue: GitHub.