refactor(mdds): forward list order and interval verbatim, matching the terminal (#1202)

* refactor(mdds): forward list order and interval verbatim, matching the terminal

The terminal's REST layer is a pure pass-through: it streams the server's
DataTable in wire order and forwards the interval string unchanged. Two SDK
behaviors diverged from that and are removed.

List endpoints no longer re-sort their values. `sorted_list_values` imposed a
numeric-aware ascending order on every `list_*` return (roots, expirations,
strikes, dates); the wire order is the server's order and is now preserved.

The interval argument is no longer snapped to the nearest preset.
`normalize_interval` silently mapped an arbitrary millisecond string (`"250"`,
`"60000"`) to a documented bucket; the server accepts only the closed preset
enum and the terminal forwards the string as-is. The codegen no longer wraps
interval args, and `validate_interval` now rejects anything outside the preset
set client-side instead of accepting raw milliseconds. Raw-ms shorthand is a
breaking change to the `interval` parameter.

Interval parameter docs are regenerated to drop the millisecond-string mention.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

* docs: drop stale millisecond-interval mentions from spec and examples

The interval parameter no longer accepts raw-millisecond strings, but the
OpenAPI spec, the symbology article, the codegen fallback description, an
example fixture, and the local server's doc comment still advertised
milliseconds ("60000") and used it in every history-endpoint code sample —
snippets that now fail client-side validation. Rewrite the descriptions to the
closed preset enum and switch the example interval to "1m" (the preset for the
same one-minute bar).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

---------

Co-authored-by: preview <noreply@anthropic.com>

Author: userFRM

CHANGELOG.md

@@ -21,6 +21,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 - **Config-file migration.** A `config.toml` that still sets `flush_mode`, `streaming.host_selection`, `streaming.host_shuffle_seed`, or a `reconnect_jitter` of `"equal"` / `"decorrelated"` now fails to load with a typed error rather than being silently ignored — remove those keys / values when upgrading.
 
+- **`QuoteTick.midpoint` derived column.** Removed from every binding (Python `QuoteTick.midpoint`, TypeScript `QuoteTick.midpoint`, C `ThetaDataDxQuoteTick.midpoint`, and the Arrow / Polars `midpoint` column). The quote wire carries `bid` and `ask`; `midpoint` was an SDK-computed `(bid + ask) / 2` column the server never sends and the terminal never exposes — compute it from `bid` / `ask` at the call site if you need it. The `IvTick.midpoint` field is a real wire column and is unaffected. This is a breaking change to the quote tick schema.
+
+- **List endpoints now preserve wire order.** `list_*` results (roots / symbols, expirations, strikes, dates) come back in the server's row order rather than re-sorted ascending by the SDK. The terminal streams these lists in wire order untouched; the SDK's numeric-aware ascending sort had no terminal counterpart. Sort client-side if you need a specific order. This is a behavioral change to the `list_*` returns.
+
+- **`interval` is forwarded verbatim.** The `interval` argument is no longer snapped to the nearest preset: a raw-millisecond value such as `"250"` or `"60000"` is now rejected client-side rather than silently mapped to `"500ms"` / `"1m"`. The server accepts only the closed preset enum (`tick`, `10ms`, `100ms`, `500ms`, `1s`, `5s`, `10s`, `15s`, `30s`, `1m`, `5m`, `10m`, `15m`, `30m`, `1h`); the SDK now forwards the string as-is and validates against that set. Pass an explicit preset. This is a breaking change to the `interval` parameter.
+
 ## [0.1.1] - 2026-07-07
 
 ### Added

docs-site/docs/articles/symbology.md

@@ -29,7 +29,7 @@ Strikes are dollars across every surface, including the bundled server's [WebSoc
 - Dates are `YYYYMMDD` strings (`"20250303"`). The HTTP server also accepts ISO `YYYY-MM-DD`.
 - Date ranges are inclusive on both ends.
 - Time-of-day inputs (`start_time`, `end_time`, `time_of_day`) are Eastern Time wall-clock `HH:MM:SS` (at-time endpoints take milliseconds: `HH:MM:SS.SSS`).
-- `interval` accepts a preset (`1s`, `1m`, `1h`, …) or a millisecond count as a string (`"60000"`).
+- `interval` is one of the presets: `tick`, `10ms`, `100ms`, `500ms`, `1s`, `5s`, `10s`, `15s`, `30s`, `1m`, `5m`, `10m`, `15m`, `30m`, `1h`.
 
 ## Timestamps out
 

docs-site/docs/changelog.md

@@ -21,6 +21,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 - **Config-file migration.** A `config.toml` that still sets `flush_mode`, `streaming.host_selection`, `streaming.host_shuffle_seed`, or a `reconnect_jitter` of `"equal"` / `"decorrelated"` now fails to load with a typed error rather than being silently ignored — remove those keys / values when upgrading.
 
+- **`QuoteTick.midpoint` derived column.** Removed from every binding (Python `QuoteTick.midpoint`, TypeScript `QuoteTick.midpoint`, C `ThetaDataDxQuoteTick.midpoint`, and the Arrow / Polars `midpoint` column). The quote wire carries `bid` and `ask`; `midpoint` was an SDK-computed `(bid + ask) / 2` column the server never sends and the terminal never exposes — compute it from `bid` / `ask` at the call site if you need it. The `IvTick.midpoint` field is a real wire column and is unaffected. This is a breaking change to the quote tick schema.
+
+- **List endpoints now preserve wire order.** `list_*` results (roots / symbols, expirations, strikes, dates) come back in the server's row order rather than re-sorted ascending by the SDK. The terminal streams these lists in wire order untouched; the SDK's numeric-aware ascending sort had no terminal counterpart. Sort client-side if you need a specific order. This is a behavioral change to the `list_*` returns.
+
+- **`interval` is forwarded verbatim.** The `interval` argument is no longer snapped to the nearest preset: a raw-millisecond value such as `"250"` or `"60000"` is now rejected client-side rather than silently mapped to `"500ms"` / `"1m"`. The server accepts only the closed preset enum (`tick`, `10ms`, `100ms`, `500ms`, `1s`, `5s`, `10s`, `15s`, `30s`, `1m`, `5m`, `10m`, `15m`, `30m`, `1h`); the SDK now forwards the string as-is and validates against that set. Pass an explicit preset. This is a breaking change to the `interval` parameter.
+
 ## [0.1.1] - 2026-07-07
 
 ### Added

docs-site/docs/public/thetadatadx.yaml

@@ -11,7 +11,7 @@ info:
     bindings backed by the same Rust core.
 
     All dates use YYYYMMDD format. Times use milliseconds since midnight ET.
-    Intervals accept milliseconds ("60000") or shorthand ("1m"). Valid presets: 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.
+    Intervals are one of the presets: tick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.
     All prices are f64 (double) -- decoded during parsing.
   version: 0.1.1
   contact:
@@ -152,7 +152,7 @@ x-anchors:
     required: true
     schema:
       type: string
-    description: 'Accepts milliseconds ("60000") or shorthand ("1m"). Valid presets: 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.'
+    description: 'One of the interval presets: tick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.'
 
   time_of_day-param: &time_of_day-param
     name: time_of_day
@@ -871,7 +871,7 @@ paths:
       summary: Stock intraday OHLC bars
       description: |
         Intraday OHLC bars. Supply `date` for a single day, or `start_date`/`end_date` for a date range on the same route.
-        Interval accepts milliseconds ("60000") or shorthand ("1m"). Valid presets: 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.
+        Interval is one of the presets: tick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h.
         gRPC: GetStockHistoryOhlc
       tags: [Stock / History]
       parameters:
@@ -889,15 +889,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let bars = client.market_data().stock_history_ohlc("AAPL").date("20240315").interval("60000").await?;
+            let bars = client.market_data().stock_history_ohlc("AAPL").date("20240315").interval("1m").await?;
         - lang: python
           label: Python
           source: |
-            bars = client.market_data.stock_history_ohlc("AAPL", date="20240315", interval="60000")
+            bars = client.market_data.stock_history_ohlc("AAPL", date="20240315", interval="1m")
         - lang: cpp
           label: C++
           source: |
-            auto bars = client.market_data().stock_history_ohlc("AAPL", thetadatadx::EndpointRequestOptions{}.with_date("20240315").with_interval("60000"));
+            auto bars = client.market_data().stock_history_ohlc("AAPL", thetadatadx::EndpointRequestOptions{}.with_date("20240315").with_interval("1m"));
 
   /v3/stock/history/trade:
     x-min-subscription: standard
@@ -975,15 +975,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let quotes = client.market_data().stock_history_quote("AAPL").date("20240315").interval("60000").await?;
+            let quotes = client.market_data().stock_history_quote("AAPL").date("20240315").interval("1m").await?;
         - lang: python
           label: Python
           source: |
-            quotes = client.market_data.stock_history_quote("AAPL", date="20240315", interval="60000")
+            quotes = client.market_data.stock_history_quote("AAPL", date="20240315", interval="1m")
         - lang: cpp
           label: C++
           source: |
-            auto quotes = client.market_data().stock_history_quote("AAPL", thetadatadx::EndpointRequestOptions{}.with_date("20240315").with_interval("60000"));
+            auto quotes = client.market_data().stock_history_quote("AAPL", thetadatadx::EndpointRequestOptions{}.with_date("20240315").with_interval("1m"));
   /v3/stock/history/trade_quote:
     x-min-subscription: standard
     get:
@@ -1772,15 +1772,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let bars = client.market_data().option_history_ohlc("SPY", "20240419", "500", "C", "20240315", "60000").await?;
+            let bars = client.market_data().option_history_ohlc("SPY", "20240419", "500", "C", "20240315", "1m").await?;
         - lang: python
           label: Python
           source: |
-            bars = client.market_data.option_history_ohlc("SPY", "20240419", "500", "C", "20240315", "60000")
+            bars = client.market_data.option_history_ohlc("SPY", "20240419", "500", "C", "20240315", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto bars = client.market_data().option_history_ohlc("SPY", "20240419", "500", "C", "20240315", "60000");
+            auto bars = client.market_data().option_history_ohlc("SPY", "20240419", "500", "C", "20240315", "1m");
 
   /v3/option/history/trade:
     x-min-subscription: standard
@@ -1866,15 +1866,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let quotes = client.market_data().option_history_quote("SPY", "20240419", "500", "C", "20240315", "60000").await?;
+            let quotes = client.market_data().option_history_quote("SPY", "20240419", "500", "C", "20240315", "1m").await?;
         - lang: python
           label: Python
           source: |
-            quotes = client.market_data.option_history_quote("SPY", "20240419", "500", "C", "20240315", "60000")
+            quotes = client.market_data.option_history_quote("SPY", "20240419", "500", "C", "20240315", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto quotes = client.market_data().option_history_quote("SPY", "20240419", "500", "C", "20240315", "60000");
+            auto quotes = client.market_data().option_history_quote("SPY", "20240419", "500", "C", "20240315", "1m");
   /v3/option/history/trade_quote:
     x-min-subscription: standard
     get:
@@ -2052,15 +2052,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let greeks = client.market_data().option_history_greeks_all("SPY", "20240419", "500", "C", "20240315", "60000").await?;
+            let greeks = client.market_data().option_history_greeks_all("SPY", "20240419", "500", "C", "20240315", "1m").await?;
         - lang: python
           label: Python
           source: |
-            greeks = client.market_data.option_history_greeks_all("SPY", "20240419", "500", "C", "20240315", "60000")
+            greeks = client.market_data.option_history_greeks_all("SPY", "20240419", "500", "C", "20240315", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto greeks = client.market_data().option_history_greeks_all("SPY", "20240419", "500", "C", "20240315", "60000");
+            auto greeks = client.market_data().option_history_greeks_all("SPY", "20240419", "500", "C", "20240315", "1m");
 
   /v3/option/history/greeks/first_order:
     x-min-subscription: standard
@@ -2103,15 +2103,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let g1 = client.market_data().option_history_greeks_first_order("SPY", "20240419", "500", "C", "20240315", "60000").await?;
+            let g1 = client.market_data().option_history_greeks_first_order("SPY", "20240419", "500", "C", "20240315", "1m").await?;
         - lang: python
           label: Python
           source: |
-            g1 = client.market_data.option_history_greeks_first_order("SPY", "20240419", "500", "C", "20240315", "60000")
+            g1 = client.market_data.option_history_greeks_first_order("SPY", "20240419", "500", "C", "20240315", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto g1 = client.market_data().option_history_greeks_first_order("SPY", "20240419", "500", "C", "20240315", "60000");
+            auto g1 = client.market_data().option_history_greeks_first_order("SPY", "20240419", "500", "C", "20240315", "1m");
 
   /v3/option/history/greeks/second_order:
     x-min-subscription: professional
@@ -2154,15 +2154,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let g2 = client.market_data().option_history_greeks_second_order("SPY", "20240419", "500", "C", "20240315", "60000").await?;
+            let g2 = client.market_data().option_history_greeks_second_order("SPY", "20240419", "500", "C", "20240315", "1m").await?;
         - lang: python
           label: Python
           source: |
-            g2 = client.market_data.option_history_greeks_second_order("SPY", "20240419", "500", "C", "20240315", "60000")
+            g2 = client.market_data.option_history_greeks_second_order("SPY", "20240419", "500", "C", "20240315", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto g2 = client.market_data().option_history_greeks_second_order("SPY", "20240419", "500", "C", "20240315", "60000");
+            auto g2 = client.market_data().option_history_greeks_second_order("SPY", "20240419", "500", "C", "20240315", "1m");
 
   /v3/option/history/greeks/third_order:
     x-min-subscription: professional
@@ -2205,15 +2205,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let g3 = client.market_data().option_history_greeks_third_order("SPY", "20240419", "500", "C", "20240315", "60000").await?;
+            let g3 = client.market_data().option_history_greeks_third_order("SPY", "20240419", "500", "C", "20240315", "1m").await?;
         - lang: python
           label: Python
           source: |
-            g3 = client.market_data.option_history_greeks_third_order("SPY", "20240419", "500", "C", "20240315", "60000")
+            g3 = client.market_data.option_history_greeks_third_order("SPY", "20240419", "500", "C", "20240315", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto g3 = client.market_data().option_history_greeks_third_order("SPY", "20240419", "500", "C", "20240315", "60000");
+            auto g3 = client.market_data().option_history_greeks_third_order("SPY", "20240419", "500", "C", "20240315", "1m");
 
   /v3/option/history/greeks/implied_volatility:
     x-min-subscription: standard
@@ -2256,15 +2256,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let iv = client.market_data().option_history_greeks_implied_volatility("SPY", "20240419", "500", "C", "20240315", "60000").await?;
+            let iv = client.market_data().option_history_greeks_implied_volatility("SPY", "20240419", "500", "C", "20240315", "1m").await?;
         - lang: python
           label: Python
           source: |
-            iv = client.market_data.option_history_greeks_implied_volatility("SPY", "20240419", "500", "C", "20240315", "60000")
+            iv = client.market_data.option_history_greeks_implied_volatility("SPY", "20240419", "500", "C", "20240315", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto iv = client.market_data().option_history_greeks_implied_volatility("SPY", "20240419", "500", "C", "20240315", "60000");
+            auto iv = client.market_data().option_history_greeks_implied_volatility("SPY", "20240419", "500", "C", "20240315", "1m");
 
   # =========================================================================
   # OPTION / HISTORY TRADE GREEKS
@@ -2799,15 +2799,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let bars = client.market_data().index_history_ohlc("SPX", "20240101", "20240301", "60000").await?;
+            let bars = client.market_data().index_history_ohlc("SPX", "20240101", "20240301", "1m").await?;
         - lang: python
           label: Python
           source: |
-            bars = client.market_data.index_history_ohlc("SPX", "20240101", "20240301", "60000")
+            bars = client.market_data.index_history_ohlc("SPX", "20240101", "20240301", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto bars = client.market_data().index_history_ohlc("SPX", "20240101", "20240301", "60000");
+            auto bars = client.market_data().index_history_ohlc("SPX", "20240101", "20240301", "1m");
 
   /v3/index/history/price:
     x-min-subscription: value
@@ -2842,15 +2842,15 @@ paths:
         - lang: rust
           label: Rust
           source: |
-            let prices = client.market_data().index_history_price("SPX", "20240315", "60000").await?;
+            let prices = client.market_data().index_history_price("SPX", "20240315", "1m").await?;
         - lang: python
           label: Python
           source: |
-            prices = client.market_data.index_history_price("SPX", "20240315", "60000")
+            prices = client.market_data.index_history_price("SPX", "20240315", "1m")
         - lang: cpp
           label: C++
           source: |
-            auto prices = client.market_data().index_history_price("SPX", "20240315", "60000");
+            auto prices = client.market_data().index_history_price("SPX", "20240315", "1m");
 
   # =========================================================================
   # INDEX / AT-TIME

docs-site/docs/reference/index/history/ohlc.md

@@ -41,7 +41,7 @@ Fetch intraday OHLC bars for an index.
 | `symbol` | string | yes | — | Ticker symbol (e.g. AAPL) |
 | `start_date` | date | yes | — | Start date YYYYMMDD |
 | `end_date` | date | yes | — | End date YYYYMMDD |
-| `interval` | string | no | `1s` | Interval preset or millisecond string. Defaults to `1s` when omitted — matching the upstream ThetaData Python library. Accepted values: `tick`, `10ms`, `100ms`, `500ms`, `1s`, `5s`, `10s`, `15s`, `30s`, `1m`, `5m`, `10m`, `15m`, `30m`, `1h`. |
+| `interval` | string | no | `1s` | Interval preset. Defaults to `1s` when omitted — matching the upstream ThetaData Python library. Accepted values: `tick`, `10ms`, `100ms`, `500ms`, `1s`, `5s`, `10s`, `15s`, `30s`, `1m`, `5m`, `10m`, `15m`, `30m`, `1h`. |
 | `start_time` | string | no | `09:30:00` | Start time filter |
 | `end_time` | string | no | `16:00:00` | End time filter |
 | `timeout_ms` | int | no | — | Per-request deadline in milliseconds. 0 means no deadline. |

docs-site/docs/reference/index/history/price.md

@@ -41,7 +41,7 @@ Fetch intraday price history for an index.
 |---|---|---|---|---|
 | `symbol` | string | yes | — | Ticker symbol (e.g. AAPL) |
 | `date` | date | no | — | Single date YYYYMMDD. Supply this for a single-day pull, or supply `start_date`/`end_date` for a range. When present, `date` takes precedence over the range. |
-| `interval` | string | no | `1s` | Interval preset or millisecond string. Defaults to `1s` when omitted — matching the upstream ThetaData Python library. Accepted values: `tick`, `10ms`, `100ms`, `500ms`, `1s`, `5s`, `10s`, `15s`, `30s`, `1m`, `5m`, `10m`, `15m`, `30m`, `1h`. |
+| `interval` | string | no | `1s` | Interval preset. Defaults to `1s` when omitted — matching the upstream ThetaData Python library. Accepted values: `tick`, `10ms`, `100ms`, `500ms`, `1s`, `5s`, `10s`, `15s`, `30s`, `1m`, `5m`, `10m`, `15m`, `30m`, `1h`. |
 | `start_time` | string | no | `09:30:00` | Start time filter |
 | `end_time` | string | no | `16:00:00` | End time filter |
 | `start_date` | date | no | — | Start date YYYYMMDD |