E_INPUT_003 — Precision mismatch across tapes¶
MergedTapeReader keys symbols by (metadata.exchange, name). Two
tapes claimed the same key but their manifests disagree on
price_precision or qty_precision. This is a data-quality issue:
the same instrument cannot have two different tick / step sizes.
How to fix¶
Inspect the offending tapes' metadata.json files and reconcile:
If the precisions genuinely diverged (e.g. one capture predates an exchange's precision change), either:
- exclude the older tape from the merge, or
- treat them as different venues by using a distinct
exchange_name(e.g."bybit-legacy"vs"bybit") when recording, so the merge sees them as separate symbols.
Common causes¶
- Mixing tapes from different capture stacks that set precisions inconsistently for the same symbol.
- Manual edits to
metadata.json.