How can I use more than one column in ORDER BY in FQL?

I have a question about FQL: is it possible to make ORDER BY in more than one column?

The following FQL query is executed:

SELECT uid,first_name,last_name 
FROM user 
WHERE uid IN (SELECT uid2 FROM friend WHERE uid1 = 123) 
ORDER BY last_name

However, this does not happen:

SELECT uid,first_name,last_name
FROM user 
WHERE uid IN (SELECT uid2 FROM friend WHERE uid1 = 123) 
ORDER BY last_name, first_name

It returns:

"error": {
"message": "(#601) Parser error: unexpected ',' at position 122.", 
"type": "OAuthException", 
"code": 601

Does this work as intended, or am I doing something wrong?