Databento DBN files requested with a parent symbol (MNQ.FUT) are not imported

What you see

The scan report says: “{n} DBN files were requested with a parent symbol (such as MNQ.FUT) or with instrument IDs only. Without the instrument definitions, a contract cannot be told apart from a spread in them, so they are not imported. Export them again with contract symbols (MNQZ5, MNQH6…), a continuous symbol (MNQ.v.0) or as CSV with symbols.”

Why it happens

The importer names each contract from the symbol mapping stored in the file, instrument by instrument. A raw contract symbol such as MNQU6 is a contract of the catalogue. A continuous series such as MNQ.v.0 does not name the contract, which becomes a series under the MNQ root. A parent symbol maps to every instrument of the product, spreads included; mixing a calendar spread’s prices into an outright contract would corrupt the session, and the file alone cannot tell them apart.

A continuous series or a raw symbol only contains its own instruments, so such a file covers its days for those contracts only. This avoids writing the roll-over day twice, half from each contract.

How to fix it

• In your Databento request, list the contract symbols you want (for example MNQZ5 and MNQH6), or use a continuous symbol such as MNQ.v.0.
• Alternatively, export as CSV with symbols.
• Keep the file names Databento generates; the dates in them are used to check coverage.
• Scan the folder again and confirm the files now appear among the recognised trade files.

What it is not

• Not a corrupted DBN: the file decodes, the symbology is what blocks it.
• Not a licence problem: this is about how the export was requested.

When to contact support

Still stuck after these checks? Use Menu → Report a problem, or post on the Senzoukria Discord. Say which symbology (parent, instrument ID, raw symbol, continuous) you selected in the Databento request.