Synthetic instruments subscription bug

[HSGartley]

Hello, a bug report here. The NT version is 1.221, please confirm, if it was solved in the latest versions. Thanks in advance.
The test attached.

================================================================================
BUG REPORT – NautilusTrader v1.221.0

TITLE:
subscribe_bars() on a SyntheticInstrument raises
"Error subscribing to CC / IB bars: 'client' argument was None"
when multiple real venue clients are registered alongside a SYNTH instrument.

AFFECTED VERSION: 1.221.0
EXPECTED FIXED IN: 1.222.0+ (see PR #3257 / related routing fix)

SYMPTOMS:
When a BacktestEngine (or LiveNode) has ≥2 real venue DataClients registered
(e.g. SIM + IB, or CC + IB), any call to subscribe_bars() for a BarType
whose instrument_id lives on venue SYNTH fails with:

[ERROR] DataEngine: Error subscribing to <SYNTH instrument> bars:
        'client' argument was `None`

The same subscribe_bars() call on a single-venue setup does NOT trigger
the error, which is why it is hard to reproduce in minimal scripts.

ROOT CAUSE (traced in data/engine.pyx / engine.pxi):
DataEngine._execute_subscribe_bars() attempts to resolve the DataClient
responsible for the subscription via:

client = self._clients.get(client_id)

where client_id is derived from the venue of the BarType's instrument_id.
For a SyntheticInstrument the venue is always SYNTH. There is no real
DataClient registered for SYNTH, so the lookup returns None.

In a single-venue setup the engine falls through to an early-exit "internal
aggregation" path BEFORE the client lookup. With ≥2 registered clients the
routing table branch is reached first, the SYNTH venue produces client=None,
and the assertion / guard raises.

REPRODUCTION:
Run this file with pytest or plain python:
python test_synth_bar_subscription_bug.py

A PASS means the bug is present (the engine emits the ERROR log but continues).
To assert the bug is fixed, the ERROR log must be absent.

REPORTER: HSGartley
DATE: 2026-06-16
LINKED ISSUES: #3257

test_synth_bar_subscription_bug.py

[cjdsellers]

Hi @HSGartley,

Thanks for the clear bug report and the reproducer - the root cause trace you included was correct.

The fix moves the DataEngine client guard in _handle_subscribe_bars and _handle_unsubscribe_bars so that synthetic instrument checks happen before any client assertion. Internally aggregated bars (all synthetic bar types) never need a client, and the SYNTH venue lookup returning None is correct and expected. The multi-venue case was just reaching the guard before the synthetic check, which the fix reorders.

This is now on develop branch and will be in the next release. Let me know if you run into anything else!