Bad recovery: no pg_xlog/RECOVERYXLOG

Hi!

I try to setup continuous archiving with PG 9.6 according to this
documentation:
https://www.postgresql.org/docs/9.6/static/continuous-archiving.html

I have Postgres wal_archive set to replica, I have archive on and
archive command is properly copying WAL segments to backup storage.

Having this running, I make a successful tar base backup using
pg_basebackup.

I then stop the DB, remove the data directory, unpack base backup to it,
create recovery.conf with a proper restore_command, run the server, and get:

LOG:  database system was interrupted; last known up at 2017-10-25
15:47:37 UTC
LOG:  starting archive recovery
Object 'pg_small3/pg_xlog/RECOVERYXLOG.lzo' not found
Cannot download pg_xlog/RECOVERYXLOG.lzo
LOG:  invalid checkpoint record
FATAL:  could not locate required checkpoint record
HINT:  If you are not restoring from a backup, try removing the file
"/var/lib/postgresql/data/backup_label".
LOG:  startup process (PID 20) exited with exit code 1
LOG:  aborting startup due to startup process failure
LOG:  database system is shut down

The message about "pg_xlog/RECOVERYXLOG.lzo" is written out by
restore_command. Indeed, the file is not in the backup storage, and
pg_xlog/RECOVERYXLOG was NEVER sent there by archive_command (which
compresses and adds .lzo extension)!

What could I be doing wrong?

--
Marcin Koziej

GPG key: http://go.cahoots.pl/gpg/ Ϟ Twitter: @movonw