refactor(calendar): drop the derived CalendarDay.is_open column (#1203)

The calendar wire carries a single day-type column. The SDK fanned it into
two public fields: `status` (the vendor vocabulary) and `is_open`, a boolean
derived as `status in {open, early_close}`. The terminal exposes no such
boolean — its calendar model carries only date, type, open, and close — so
`is_open` was an SDK-only derivation in the same class as the removed
QuoteTick.midpoint column.

Remove the `is_open` field from `CalendarDay` across every surface: the schema,
the generated Rust struct and layout asserts, the Arrow/Polars frame builders,
the Python and TypeScript classes, and the C ABI struct (whose tail padding
grows to keep the 64-byte aligned layout). The calendar parser now maps the
wire day-type to `status` alone. Read `status` and treat `open` / `early_close`
as trading days.

`CalendarStatus::is_open()` stays — it is a plain enum predicate the local
server uses for display, not a wire-derived column. Dropping the last `bool`
schema column also removes the now-dead `row_bool` cell decoder and the
`BooleanArray` imports from the generated frame builders.

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

Author: userFRM

CHANGELOG.md

@@ -27,6 +27,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 - **`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.
 
+- **`CalendarDay.is_open` derived boolean.** Removed from every binding (Python `CalendarDay.is_open`, TypeScript `CalendarDay.isOpen`, C `ThetaDataDxCalendarDay.is_open`, and the Arrow / Polars `is_open` column). The calendar wire carries a single day-type column; `is_open` was an SDK-derived boolean (`status in {open, early_close}`) that the terminal never exposes. Read `status` instead — it carries the full `open` / `early_close` / `full_close` / `weekend` vocabulary — and treat `open` / `early_close` as trading days. This is a breaking change to the calendar tick schema.
+
 ## [0.1.1] - 2026-07-07
 
 ### Added

docs-site/docs/changelog.md

@@ -27,6 +27,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 - **`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.
 
+- **`CalendarDay.is_open` derived boolean.** Removed from every binding (Python `CalendarDay.is_open`, TypeScript `CalendarDay.isOpen`, C `ThetaDataDxCalendarDay.is_open`, and the Arrow / Polars `is_open` column). The calendar wire carries a single day-type column; `is_open` was an SDK-derived boolean (`status in {open, early_close}`) that the terminal never exposes. Read `status` instead — it carries the full `open` / `early_close` / `full_close` / `weekend` vocabulary — and treat `open` / `early_close` as trading days. This is a breaking change to the calendar tick schema.
+
 ## [0.1.1] - 2026-07-07
 
 ### Added

docs-site/docs/reference/calendar/on-date.md

@@ -12,7 +12,7 @@ const cfg = {
   method: { rust: "calendar_on_date", python: "calendar_on_date", ts: "calendarOnDate", cpp: "calendar_on_date" },
   required: [{ key: "date", type: "date", default: "20250303" }],
   optional: [],
-  print: ["date", "is_open", "status"],
+  print: ["date", "open_time", "close_time", "status"],
   returns: "CalendarDay",
 }
 </script>
@@ -44,7 +44,6 @@ Rows of `CalendarDay`:
 | Field | Type | Description |
 |---|---|---|
 | `date` | i32 | Calendar date as a YYYYMMDD integer. 0 when the server omits the column (single-day endpoints). |
-| `is_open` | bool | Whether the market trades at all on this date (true for open and early-close days). |
 | `open_time` | i32 | Market open time, milliseconds since midnight ET. |
 | `close_time` | i32 | Market close time, milliseconds since midnight ET. |
 | `status` | string | Vendor day classification: open, early_close, full_close, or weekend. |

docs-site/docs/reference/calendar/open-today.md

@@ -12,7 +12,7 @@ const cfg = {
   method: { rust: "calendar_open_today", python: "calendar_open_today", ts: "calendarOpenToday", cpp: "calendar_open_today" },
   required: [],
   optional: [],
-  print: ["date", "is_open", "status"],
+  print: ["date", "open_time", "close_time", "status"],
   returns: "CalendarDay",
 }
 </script>
@@ -42,7 +42,6 @@ Rows of `CalendarDay`:
 | Field | Type | Description |
 |---|---|---|
 | `date` | i32 | Calendar date as a YYYYMMDD integer. 0 when the server omits the column (single-day endpoints). |
-| `is_open` | bool | Whether the market trades at all on this date (true for open and early-close days). |
 | `open_time` | i32 | Market open time, milliseconds since midnight ET. |
 | `close_time` | i32 | Market close time, milliseconds since midnight ET. |
 | `status` | string | Vendor day classification: open, early_close, full_close, or weekend. |

docs-site/docs/reference/calendar/year.md

@@ -12,7 +12,7 @@ const cfg = {
   method: { rust: "calendar_year", python: "calendar_year", ts: "calendarYear", cpp: "calendar_year" },
   required: [{ key: "year", type: "string", default: "2025" }],
   optional: [],
-  print: ["date", "is_open", "status"],
+  print: ["date", "open_time", "close_time", "status"],
   returns: "CalendarDay",
 }
 </script>
@@ -44,7 +44,6 @@ Rows of `CalendarDay`:
 | Field | Type | Description |
 |---|---|---|
 | `date` | i32 | Calendar date as a YYYYMMDD integer. 0 when the server omits the column (single-day endpoints). |
-| `is_open` | bool | Whether the market trades at all on this date (true for open and early-close days). |
 | `open_time` | i32 | Market open time, milliseconds since midnight ET. |
 | `close_time` | i32 | Market close time, milliseconds since midnight ET. |
 | `status` | string | Vendor day classification: open, early_close, full_close, or weekend. |

parity.toml

@@ -2476,12 +2476,6 @@ name = "last_trade_ms_of_day"
 python = "i32"
 typescript = "i32"
 
-[[value_field]]
-class = "CalendarDay"
-name = "is_open"
-python = "bool"
-typescript = "bool"
-
 [[value_field]]
 class = "CalendarDay"
 name = "status"

thetadatadx-cpp/include/thetadatadx.h

@@ -65,15 +65,12 @@ typedef struct ThetaDataDxClient ThetaDataDxClient;
  * session open/close times and a THETADATADX_CALENDAR_STATUS_* day-type code. */
 THETADATADX_ALIGN64_BEGIN typedef struct {
     int32_t date;
-    /* C99 bool (1 byte): whether the market trades at all on this date
-     * (true for open and early-close days). 3 bytes padding follow. */
-    bool is_open;
     int32_t open_time;
     int32_t close_time;
     /* One of the THETADATADX_CALENDAR_STATUS_* codes; string form via
      * thetadatadx_calendar_status_name(). */
     int32_t status;
-    uint8_t _tail_padding[44];
+    uint8_t _tail_padding[48];
 } ThetaDataDxCalendarDay THETADATADX_ALIGN64_END;
 
 /* End-of-day OHLC + closing-quote tick (*_history_eod) -- one row per

thetadatadx-cpp/include/tick_layout_asserts.hpp.inc

@@ -4,13 +4,11 @@ static_assert(sizeof(CalendarDay) == 64 && alignof(CalendarDay) == 64,
               "ThetaDataDxCalendarDay layout drifted from Rust");
 static_assert(offsetof(CalendarDay, date) == 0,
               "ThetaDataDxCalendarDay.date offset drifted from Rust");
-static_assert(offsetof(CalendarDay, is_open) == 4,
-              "ThetaDataDxCalendarDay.is_open offset drifted from Rust");
-static_assert(offsetof(CalendarDay, open_time) == 8,
+static_assert(offsetof(CalendarDay, open_time) == 4,
               "ThetaDataDxCalendarDay.open_time offset drifted from Rust");
-static_assert(offsetof(CalendarDay, close_time) == 12,
+static_assert(offsetof(CalendarDay, close_time) == 8,
               "ThetaDataDxCalendarDay.close_time offset drifted from Rust");
-static_assert(offsetof(CalendarDay, status) == 16,
+static_assert(offsetof(CalendarDay, status) == 12,
               "ThetaDataDxCalendarDay.status offset drifted from Rust");
 static_assert(sizeof(EodTick) == 128 && alignof(EodTick) == 64,
               "ThetaDataDxEodTick layout drifted from Rust");

thetadatadx-ffi/src/types.rs

@@ -875,8 +875,7 @@ macro_rules! tick_array_to_arrow_ipc_projected {
         /// `rows` must point to `len` initialised `$tick` values valid for the
         /// call; `presence` must be a valid [`ThetaDataDxColumnPresence`] (its
         /// name pointers valid for the call), typically from
-        /// `thetadatadx_<tick>_present_columns`. For calendar rows, `is_open`
-        /// must contain a valid C `bool` value.
+        /// `thetadatadx_<tick>_present_columns`.
         #[no_mangle]
         pub unsafe extern "C" fn $fn_name(
             rows: *const $tick,

thetadatadx-py/src/_generated/tick_arrow.rs

@@ -18,7 +18,6 @@ pub(crate) fn arrow_schema_for_qualname(qualname: &str) -> Option<Arc<Schema>> {
     match qualname {
         "CalendarDay" => Some(Arc::new(Schema::new(vec![
             Field::new("date", DataType::Int32, false),
-            Field::new("is_open", DataType::Boolean, false),
             Field::new("open_time", DataType::Int32, false),
             Field::new("close_time", DataType::Int32, false),
             Field::new("status", DataType::Utf8, false),
@@ -501,7 +500,7 @@ pub(crate) fn record_batch_to_pyarrow_table(py: Python<'_>, batch: RecordBatch)
 pub(crate) mod slice_arrow {
     use super::*;
     use super::tick;
-    use arrow::array::{ArrayRef, BooleanArray, Float64Array, Int32Array, Int64Array, StringArray};
+    use arrow::array::{ArrayRef, Float64Array, Int32Array, Int64Array, StringArray};
     use arrow::array::RecordBatchOptions;
     use arrow::record_batch::RecordBatch;
     use arrow::datatypes::{DataType, Field, Schema};
@@ -510,18 +509,15 @@ pub(crate) mod slice_arrow {
     fn read_arrow_batch_from_calendar_day_slice_projected(ticks: &[tick::CalendarDay], present: &thetadatadx::columns::ColumnPresence) -> PyResult<RecordBatch> {
         let n = ticks.len();
         let has_date = present.contains("date");
-        let has_is_open = present.contains("is_open");
         let has_open_time = present.contains("open_time");
         let has_close_time = present.contains("close_time");
         let has_status = present.contains("status");
         let mut col_date: Vec<i32> = Vec::with_capacity(if has_date { n } else { 0 });
-        let mut col_is_open: Vec<bool> = Vec::with_capacity(if has_is_open { n } else { 0 });
         let mut col_open_time: Vec<i32> = Vec::with_capacity(if has_open_time { n } else { 0 });
         let mut col_close_time: Vec<i32> = Vec::with_capacity(if has_close_time { n } else { 0 });
         let mut col_status: Vec<String> = Vec::with_capacity(if has_status { n } else { 0 });
         for t in ticks {
             if has_date { col_date.push(t.date); }
-            if has_is_open { col_is_open.push(t.is_open); }
             if has_open_time { col_open_time.push(t.open_time); }
             if has_close_time { col_close_time.push(t.close_time); }
             if has_status { col_status.push(t.status.as_str().to_string()); }
@@ -539,10 +535,6 @@ pub(crate) mod slice_arrow {
             fields.push(Field::new("date", DataType::Int32, false));
             columns.push(Arc::new(Int32Array::from(col_date)) as ArrayRef);
         }
-        if has_is_open {
-            fields.push(Field::new("is_open", DataType::Boolean, false));
-            columns.push(Arc::new(BooleanArray::from(col_is_open)) as ArrayRef);
-        }
         if has_open_time {
             fields.push(Field::new("open_time", DataType::Int32, false));
             columns.push(Arc::new(Int32Array::from(col_open_time)) as ArrayRef);