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

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 |