Secondary field Grid Sorting (user defined)

Are we ever going to get a way for a user to specify 2nd/3rd sorts on the grid?
Right now, they can only sort on 1 column at a time.

Try this in the grid Init Script

config.sortable = { mode: "multiple" }

Doesn't work for me.

Shows the arrows in both columns but does not change the sort order based on the second column.