paper_trade_record
Record simulated US equity day-trade orders for backtesting, using historical NBBO quotes to estimate fills without placing live orders.
Instructions
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.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Uppercase US equity ticker, for example AAPL or BRK.B. | |
| backtest | No | ||
| quantity | Yes | Positive whole-share quantity; fractional shares are unsupported. | |
| latency_ms | No | Assumed order-to-market latency in milliseconds; defaults to 250 ms. Combined with submitted_at (or the session open for pre-open orders) to determine execution eligibility and the stored fill time. | |
| order_type | Yes | ||
| request_id | Yes | Caller-generated idempotency key. Reuse only to retry the exact same call; use a new value otherwise. | |
| limit_price | No | ||
| submitted_at | No | ||
| position_side | Yes | ||
| time_in_force | No | day |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||