Databento folder import: “{n} files set aside” in Senzoukria Replay

What you see

After “Choose a folder…”, the scan report lists what was recognised (“{n} files with trades recognised ({schemas}).”), then “{n} files set aside:” with one line per group: “unsupported format”, “Databento metadata”, “unreadable, damaged or empty”, “password-protected archive”, “refused for safety (links, paths leaving the archive, suspicious compression)” and “beyond the scan limits”. It may add “Scan incomplete — limits reached: {limits}.”

Other lines are not refusals but information: “{n} other recognised files will not be imported (bars, order book, definitions…).”, probable duplicates, divergent copies and overlaps.

Why it happens

Only files that carry trades feed a Replay session: the trades, tbbo and mbp-1 schemas. Bars, order-book files and instrument definitions are recognised but not imported here. Metadata files that Databento ships with an export are not market data. Archives are scanned under fixed limits so a damaged file or a compression bomb cannot exhaust the machine; anything past those limits is set aside and named.

Duplicates are compared in full, and only an identical copy is skipped. Files that start alike but differ further on are both read, and the days they share for a contract are refused as conflicts; overlapping files carrying the same contract twice for a day are refused the same way, because adding them would double the volume.

How to fix it

• Export trades, tbbo or mbp-1 from Databento for the contracts you want to replay.
• Unzip password-protected archives yourself, or export again without a password.
• Remove copies of the same export from the folder, and avoid mixing a trades file and a tbbo file for the same day and contract.
• Split very large folders so the scan stays within its limits.
• Keep Databento’s original file names; they carry the dates.

What it is not

• Not a failed import: nothing is written before you click “Import {n} files”.
• Not a change to your files: the importer only reads.

When to contact support

If the steps above do not change anything, send the case from Menu → Report a problem, or ask on the Senzoukria Discord. Paste the scan report (it lists counts and reasons, not your data) and the Databento schema you exported.