Durably record a simulation-only whole-share US-equity DAY entry intent; never sends a live or broker-paper order. Without submitted_at, the server timestamps receipt. Historical submitted_at requires backtest=true. Regular hours only: pre-open DAY orders wait for the open; after-close or non-session DAY orders later expire.

Read one durable simulated trade with native structured intents, fills, itemized fees, raw selected quotes, and immutable evaluation snapshots. No market-data or broker call is made.

List durable simulated trades, optionally filtered by state. No market-data or broker call is made.

Evaluate a pending simulated entry/exit or mark an open position using delayed historical consolidated SIP top-of-book quotes; no order is sent. Buys use ask, sells use bid, latency and displayed size are enforced, and fees are itemized. A fill's execution time is its submitted_at plus latency (or session open); quote_as_of identifies the latest qualifying quote used at or before that instant. For entries, a separate position mark uses as_of. If as_of is omitted, it means now minus 16 minutes—not latest/live data. Read outcome_reason, state_after, next_action, and warnings; never infer a fill from an indeterminate outcome.

Durably record a simulation-only market DAY exit intent for an open trade; never sends a live or broker-paper order and does not close immediately. Evaluate later, after the 16-minute SIP safety window, to estimate fill.