v4.3.0: expose start_time/end_time on all 25 endpoints

All endpoints that support time filtering now accept optional
start_time and end_time parameters. Pass None for RTH defaults
(09:30-16:00) or Some for pre-market/extended hours.

Also: version pins updated, venue default documented.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

Author: userFRM

CHANGELOG.md

@@ -5,6 +5,17 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [4.3.0] - 2026-04-02
+
+### Added
+
+- **`start_time` and `end_time` parameters** exposed on all 25 endpoints that support time filtering. Pass `Some("04:00:00")` for pre-market, `Some("20:00:00")` for extended hours, or `None` for RTH defaults (09:30:00-16:00:00). Affects stock history/snapshot/at-time, option history, and index history endpoints.
+
+### Fixed
+
+- Version pins in README and getting-started docs updated to `"4.2"`
+- Default venue `"nqb"` (NASDAQ Best) documented in jvm-deviations.md
+
 ## [4.2.0] - 2026-04-01
 
 ### Fixed (battle-tested against live MDDS -- all 61 endpoints verified)
@@ -459,7 +470,8 @@ See [TODO.md](TODO.md) for the production readiness checklist and performance ro
 - FIT decoder uses i64 accumulator with i32 saturation (no silent overflow)
 - Price type range enforced with `assert!` in release builds
 
-[Unreleased]: https://github.com/userFRM/ThetaDataDx/compare/v4.2.0...HEAD
+[Unreleased]: https://github.com/userFRM/ThetaDataDx/compare/v4.3.0...HEAD
+[4.3.0]: https://github.com/userFRM/ThetaDataDx/compare/v4.2.0...v4.3.0
 [4.2.0]: https://github.com/userFRM/ThetaDataDx/compare/v4.1.2...v4.2.0
 [4.1.2]: https://github.com/userFRM/ThetaDataDx/compare/v4.1.1...v4.1.2
 [4.1.1]: https://github.com/userFRM/ThetaDataDx/compare/v4.1.0...v4.1.1

README.md

@@ -42,7 +42,7 @@ No-JVM ThetaData Terminal - native Rust SDK for direct market data access.
 
 ```toml
 [dependencies]
-thetadatadx = "3.2"
+thetadatadx = "4.2"
 tokio = { version = "1", features = ["rt-multi-thread", "macros"] }
 ```
 

crates/thetadatadx/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "thetadatadx"
-version = "4.2.0"
+version = "4.3.0"
 edition = "2021"
 rust-version = "1.85"
 authors = ["userFRM"]

crates/thetadatadx/src/direct.rs

@@ -11,7 +11,7 @@ description: Install ThetaDataDx, configure credentials, and run your first quer
 ```toml [Rust]
 # Add to your Cargo.toml
 [dependencies]
-thetadatadx = "3.2"
+thetadatadx = "4.2"
 tokio = { version = "1", features = ["rt-multi-thread", "macros"] }
 ```
 ```bash [Python]

docs-site/docs/getting-started.md

@@ -203,6 +203,14 @@ As of v1.2.0:
 | **Source** | Decompiled request builders in `providers/` handlers | `direct.rs` gRPC query construction |
 | **Rationale** | The Java terminal always sends regular-trading-hours defaults when the user omits time bounds. Previous Rust versions sent no time bounds, causing the server to return pre-market and after-hours data by default. As of v4.2.0, the Rust implementation matches the Java terminal's defaults exactly. |
 
+### Default Venue `"nqb"` on Stock Endpoints
+
+| | Java | Rust | Impact |
+|---|---|---|---|
+| **Behavior** | Sends `venue: "nqb"` (NASDAQ Basic) on stock snapshot and stock history requests that accept a venue parameter | Matches Java: all stock snapshot and intraday history endpoints default to `venue: "nqb"` | Identical behavior |
+| **Source** | Decompiled request builders in `providers/` handlers | `direct.rs` gRPC query construction |
+| **Rationale** | The Java terminal always sends `"nqb"` as the default venue for stock endpoints (snapshots, OHLC, trades, quotes, trade-quotes). This selects NASDAQ Basic (UTP SIP) data, which is the standard consolidated tape for US equities. Previous Rust versions did not set a venue, which caused the server to return data from a different default source. As of v4.2.0, the Rust implementation matches the Java terminal's venue default exactly on all applicable stock endpoints. |
+
 ### FPSS TLS Certificate Verification Skip
 
 | | Java | Rust | Impact |

docs/jvm-deviations.md

@@ -22,8 +22,8 @@ async fn main() -> Result<(), Box<dyn std::error::Error>> {
     for (desc, endpoint, interval) in tests {
         print!("{}: ", desc);
         let result = match endpoint {
-            "stock" => tdx.stock_history_ohlc("AAPL", "20260325", interval).await,
-            "index" => tdx.index_history_ohlc("SPX", "20260325", "20260325", interval).await,
+            "stock" => tdx.stock_history_ohlc("AAPL", "20260325", interval, None, None).await,
+            "index" => tdx.index_history_ohlc("SPX", "20260325", "20260325", interval, None, None).await,
             _ => unreachable!(),
         };
         match result {

examples/test_intervals.rs

@@ -1,6 +1,6 @@
 [package]
 name = "thetadatadx-ffi"
-version = "4.2.0"
+version = "4.3.0"
 edition = "2021"
 description = "C FFI layer for thetadatadx — used by Go and C++ SDKs"
 license = "GPL-3.0-or-later"

ffi/Cargo.toml

@@ -786,6 +786,45 @@ macro_rules! ffi_snapshot_endpoint {
 
 /// FFI wrapper for parsed tick endpoints with C string params.
 macro_rules! ffi_parsed_endpoint {
+    // Variant with trailing extra args (e.g. None, None for optional time params)
+    (
+        $(#[$meta:meta])*
+        $ffi_name:ident => $method:ident, $tick_to_json:ident ( $($param:ident),+ ) [ $($trailing:expr),* ]
+    ) => {
+        $(#[$meta])*
+        #[no_mangle]
+        pub unsafe extern "C" fn $ffi_name(
+            client: *const TdxClient,
+            $($param: *const c_char),+
+        ) -> *mut c_char {
+            if client.is_null() {
+                set_error("client handle is null");
+                return ptr::null_mut();
+            }
+            let client = unsafe { &*client };
+            $(
+                let $param = match unsafe { cstr_to_str($param) } {
+                    Some(s) => s,
+                    None => {
+                        set_error(concat!(stringify!($param), " is null or invalid UTF-8"));
+                        return ptr::null_mut();
+                    }
+                };
+            )+
+            match runtime().block_on(client.inner.$method($($param,)+ $($trailing),*)) {
+                Ok(ticks) => {
+                    let json =
+                        serde_json::Value::Array(ticks.iter().map($tick_to_json).collect());
+                    json_to_cstring(&json)
+                }
+                Err(e) => {
+                    set_error(&e.to_string());
+                    ptr::null_mut()
+                }
+            }
+        }
+    };
+    // Original variant without trailing args (for endpoints that don't need them)
     (
         $(#[$meta:meta])*
         $ffi_name:ident => $method:ident, $tick_to_json:ident ( $($param:ident),+ )
@@ -911,31 +950,31 @@ ffi_parsed_endpoint! {
 // 8. stock_history_ohlc
 ffi_parsed_endpoint! {
     /// Fetch stock intraday OHLC bars. Returns JSON array of OHLC ticks.
-    tdx_stock_history_ohlc => stock_history_ohlc, ohlc_tick_to_json(symbol, date, interval)
+    tdx_stock_history_ohlc => stock_history_ohlc, ohlc_tick_to_json(symbol, date, interval) [None, None]
 }
 
 // 8b. stock_history_ohlc_range
 ffi_parsed_endpoint! {
     /// Fetch stock intraday OHLC bars across a date range. Returns JSON array.
-    tdx_stock_history_ohlc_range => stock_history_ohlc_range, ohlc_tick_to_json(symbol, start_date, end_date, interval)
+    tdx_stock_history_ohlc_range => stock_history_ohlc_range, ohlc_tick_to_json(symbol, start_date, end_date, interval) [None, None]
 }
 
 // 9. stock_history_trade
 ffi_parsed_endpoint! {
     /// Fetch all trades on a date. Returns JSON array of trade ticks.
-    tdx_stock_history_trade => stock_history_trade, trade_tick_to_json(symbol, date)
+    tdx_stock_history_trade => stock_history_trade, trade_tick_to_json(symbol, date) [None, None]
 }
 
 // 10. stock_history_quote
 ffi_parsed_endpoint! {
     /// Fetch NBBO quotes. Returns JSON array of quote ticks.
-    tdx_stock_history_quote => stock_history_quote, quote_tick_to_json(symbol, date, interval)
+    tdx_stock_history_quote => stock_history_quote, quote_tick_to_json(symbol, date, interval) [None, None]
 }
 
 // 11. stock_history_trade_quote
 ffi_parsed_endpoint! {
     /// Fetch combined trade + quote ticks. Returns JSON array.
-    tdx_stock_history_trade_quote => stock_history_trade_quote, trade_quote_tick_to_json(symbol, date)
+    tdx_stock_history_trade_quote => stock_history_trade_quote, trade_quote_tick_to_json(symbol, date) [None, None]
 }
 
 // ═══════════════════════════════════════════════════════════════════════
@@ -1065,25 +1104,25 @@ ffi_parsed_endpoint! {
 // 30. option_history_ohlc
 ffi_parsed_endpoint! {
     /// Fetch intraday OHLC bars for an option contract. Returns JSON array.
-    tdx_option_history_ohlc => option_history_ohlc, ohlc_tick_to_json(symbol, expiration, strike, right, date, interval)
+    tdx_option_history_ohlc => option_history_ohlc, ohlc_tick_to_json(symbol, expiration, strike, right, date, interval) [None, None]
 }
 
 // 31. option_history_trade
 ffi_parsed_endpoint! {
     /// Fetch all trades for an option contract on a date. Returns JSON array.
-    tdx_option_history_trade => option_history_trade, trade_tick_to_json(symbol, expiration, strike, right, date)
+    tdx_option_history_trade => option_history_trade, trade_tick_to_json(symbol, expiration, strike, right, date) [None, None]
 }
 
 // 32. option_history_quote
 ffi_parsed_endpoint! {
     /// Fetch NBBO quotes for an option contract on a date. Returns JSON array.
-    tdx_option_history_quote => option_history_quote, quote_tick_to_json(symbol, expiration, strike, right, date, interval)
+    tdx_option_history_quote => option_history_quote, quote_tick_to_json(symbol, expiration, strike, right, date, interval) [None, None]
 }
 
 // 33. option_history_trade_quote
 ffi_parsed_endpoint! {
     /// Fetch combined trade + quote ticks for an option contract. Returns JSON array.
-    tdx_option_history_trade_quote => option_history_trade_quote, trade_quote_tick_to_json(symbol, expiration, strike, right, date)
+    tdx_option_history_trade_quote => option_history_trade_quote, trade_quote_tick_to_json(symbol, expiration, strike, right, date) [None, None]
 }
 
 // 34. option_history_open_interest
@@ -1105,61 +1144,61 @@ ffi_parsed_endpoint! {
 // 36. option_history_greeks_all
 ffi_parsed_endpoint! {
     /// Fetch all Greeks history (intraday). Returns JSON array.
-    tdx_option_history_greeks_all => option_history_greeks_all, greeks_tick_to_json(symbol, expiration, strike, right, date, interval)
+    tdx_option_history_greeks_all => option_history_greeks_all, greeks_tick_to_json(symbol, expiration, strike, right, date, interval) [None, None]
 }
 
 // 37. option_history_trade_greeks_all
 ffi_parsed_endpoint! {
     /// Fetch all Greeks on each trade. Returns JSON array.
-    tdx_option_history_trade_greeks_all => option_history_trade_greeks_all, greeks_tick_to_json(symbol, expiration, strike, right, date)
+    tdx_option_history_trade_greeks_all => option_history_trade_greeks_all, greeks_tick_to_json(symbol, expiration, strike, right, date) [None, None]
 }
 
 // 38. option_history_greeks_first_order
 ffi_parsed_endpoint! {
     /// Fetch first-order Greeks history. Returns JSON array.
-    tdx_option_history_greeks_first_order => option_history_greeks_first_order, greeks_tick_to_json(symbol, expiration, strike, right, date, interval)
+    tdx_option_history_greeks_first_order => option_history_greeks_first_order, greeks_tick_to_json(symbol, expiration, strike, right, date, interval) [None, None]
 }
 
 // 39. option_history_trade_greeks_first_order
 ffi_parsed_endpoint! {
     /// Fetch first-order Greeks on each trade. Returns JSON array.
-    tdx_option_history_trade_greeks_first_order => option_history_trade_greeks_first_order, greeks_tick_to_json(symbol, expiration, strike, right, date)
+    tdx_option_history_trade_greeks_first_order => option_history_trade_greeks_first_order, greeks_tick_to_json(symbol, expiration, strike, right, date) [None, None]
 }
 
 // 40. option_history_greeks_second_order
 ffi_parsed_endpoint! {
     /// Fetch second-order Greeks history. Returns JSON array.
-    tdx_option_history_greeks_second_order => option_history_greeks_second_order, greeks_tick_to_json(symbol, expiration, strike, right, date, interval)
+    tdx_option_history_greeks_second_order => option_history_greeks_second_order, greeks_tick_to_json(symbol, expiration, strike, right, date, interval) [None, None]
 }
 
 // 41. option_history_trade_greeks_second_order
 ffi_parsed_endpoint! {
     /// Fetch second-order Greeks on each trade. Returns JSON array.
-    tdx_option_history_trade_greeks_second_order => option_history_trade_greeks_second_order, greeks_tick_to_json(symbol, expiration, strike, right, date)
+    tdx_option_history_trade_greeks_second_order => option_history_trade_greeks_second_order, greeks_tick_to_json(symbol, expiration, strike, right, date) [None, None]
 }
 
 // 42. option_history_greeks_third_order
 ffi_parsed_endpoint! {
     /// Fetch third-order Greeks history. Returns JSON array.
-    tdx_option_history_greeks_third_order => option_history_greeks_third_order, greeks_tick_to_json(symbol, expiration, strike, right, date, interval)
+    tdx_option_history_greeks_third_order => option_history_greeks_third_order, greeks_tick_to_json(symbol, expiration, strike, right, date, interval) [None, None]
 }
 
 // 43. option_history_trade_greeks_third_order
 ffi_parsed_endpoint! {
     /// Fetch third-order Greeks on each trade. Returns JSON array.
-    tdx_option_history_trade_greeks_third_order => option_history_trade_greeks_third_order, greeks_tick_to_json(symbol, expiration, strike, right, date)
+    tdx_option_history_trade_greeks_third_order => option_history_trade_greeks_third_order, greeks_tick_to_json(symbol, expiration, strike, right, date) [None, None]
 }
 
 // 44. option_history_greeks_implied_volatility
 ffi_parsed_endpoint! {
     /// Fetch IV history (intraday). Returns JSON array.
-    tdx_option_history_greeks_implied_volatility => option_history_greeks_implied_volatility, iv_tick_to_json(symbol, expiration, strike, right, date, interval)
+    tdx_option_history_greeks_implied_volatility => option_history_greeks_implied_volatility, iv_tick_to_json(symbol, expiration, strike, right, date, interval) [None, None]
 }
 
 // 45. option_history_trade_greeks_implied_volatility
 ffi_parsed_endpoint! {
     /// Fetch IV on each trade. Returns JSON array.
-    tdx_option_history_trade_greeks_implied_volatility => option_history_trade_greeks_implied_volatility, iv_tick_to_json(symbol, expiration, strike, right, date)
+    tdx_option_history_trade_greeks_implied_volatility => option_history_trade_greeks_implied_volatility, iv_tick_to_json(symbol, expiration, strike, right, date) [None, None]
 }
 
 // ═══════════════════════════════════════════════════════════════════════
@@ -1229,13 +1268,13 @@ ffi_parsed_endpoint! {
 // 54. index_history_ohlc
 ffi_parsed_endpoint! {
     /// Fetch intraday OHLC bars for an index. Returns JSON array.
-    tdx_index_history_ohlc => index_history_ohlc, ohlc_tick_to_json(symbol, start_date, end_date, interval)
+    tdx_index_history_ohlc => index_history_ohlc, ohlc_tick_to_json(symbol, start_date, end_date, interval) [None, None]
 }
 
 // 55. index_history_price
 ffi_parsed_endpoint! {
     /// Fetch intraday price history for an index. Returns JSON array.
-    tdx_index_history_price => index_history_price, price_tick_to_json(symbol, date, interval)
+    tdx_index_history_price => index_history_price, price_tick_to_json(symbol, date, interval) [None, None]
 }
 
 // ═══════════════════════════════════════════════════════════════════════

ffi/src/lib.rs

@@ -1,6 +1,6 @@
 [package]
 name = "thetadatadx-py"
-version = "4.2.0"
+version = "4.3.0"
 edition = "2021"
 description = "Python bindings for thetadatadx — native ThetaData SDK powered by Rust"