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nautechsystems · Oct 12, 2023 · 00a0c22 · 00a0c22
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diff --git a/docs/concepts/advanced/emulated_orders.md b/docs/concepts/advanced/emulated_orders.md
@@ -72,12 +72,9 @@ It's possible to query for emulated orders through the following `Cache` methods
 
 See the full [API reference](../../api_reference/cache) for additional details.
 
-You can also query order objects directly in Python:
+You can also query order objects directly:
 - `order.is_emulated`
 
-Or through the C API if in Cython:
-- `order.is_emulated_c()`
-
 If either of these return `False`, then the order has been _released_ from the
 `OrderEmulator`, and so is no longer considered an emulated order.
 
@@ -90,5 +87,3 @@ on the `Cache` which is made for the job.
 ## Persisted emulated orders
 If a running system either crashes or shuts down with active emulated orders, then
 they will be reloaded inside the `OrderEmulator` from any configured cache database.
-It should be remembered that any custom `position_id` originally assigned to the
-submit order command will be lost (as per the above warning).
diff --git a/docs/concepts/advanced/synthetic_instruments.md b/docs/concepts/advanced/synthetic_instruments.md
@@ -1,4 +1,4 @@
-# Synthetic instruments
+# Synthetic Instruments
 
 The platform supports the definition of customized synthetic instruments. 
 These instruments can generate synthetic quote and trade ticks, which are beneficial for:

diff --git a/docs/concepts/data.md b/docs/concepts/data.md
@@ -3,20 +3,20 @@
 The NautilusTrader platform defines a range of built-in data types crafted specifically to represent 
 a trading domain:
 
-- `OrderBookDelta` (L1/L2/L3): Most granular order book updates
-- `OrderBookDeltas` (L1/L2/L3): Bundles multiple order book deltas
-- `QuoteTick`: Top-of-book best bid and ask prices and sizes
-- `TradeTick`: A single trade/match event between counterparties
-- `Bar`: OHLCV data aggregated using a specific method
-- `Ticker`: General base class for a symbol ticker
-- `Instrument`: General base class for a tradable instrument
-- `VenueStatus`: A venue level status event
-- `InstrumentStatus`: An instrument level status event
-- `InstrumentClose`: An instrument closing price
+- `OrderBookDelta` (L1/L2/L3) - Most granular order book updates
+- `OrderBookDeltas` (L1/L2/L3) - Bundles multiple order book deltas
+- `QuoteTick` - Top-of-book best bid and ask prices and sizes
+- `TradeTick` - A single trade/match event between counterparties
+- `Bar` - OHLCV data aggregated using a specific method
+- `Ticker` - General base class for a symbol ticker
+- `Instrument` - General base class for a tradable instrument
+- `VenueStatus` - A venue level status event
+- `InstrumentStatus` - An instrument level status event
+- `InstrumentClose` - An instrument closing price
 
 Each of these data types inherits from `Data`, which defines two fields:
-- `ts_event`: The UNIX timestamp (nanoseconds) when the data event occurred
-- `ts_init`: The UNIX timestamp (nanoseconds) when the object was initialized
+- `ts_event` - The UNIX timestamp (nanoseconds) when the data event occurred
+- `ts_init` - The UNIX timestamp (nanoseconds) when the object was initialized
 
 This inheritance ensures chronological data ordering, vital for backtesting, while also enhancing analytics.
 

diff --git a/docs/concepts/overview.md b/docs/concepts/overview.md
@@ -11,11 +11,8 @@ the default `backtest` and `live` system implementations in their respectively n
 be built using the sandbox adapter.
 
 ```{note}
-All examples will utilize these default system implementations.
-```
-
-```{note}
-We consider trading strategies to be subcomponents of end-to-end trading systems, these systems
+- All examples will utilize these default system implementations.
+- We consider trading strategies to be subcomponents of end-to-end trading systems, these systems
 include the application and infrastructure layers.
 ```
 

diff --git a/docs/index.md b/docs/index.md
@@ -110,7 +110,7 @@ does not need to have Rust installed to run NautilusTrader. In the future as mor
 
    getting_started/index.md
    concepts/index.md
-   guides/index.md
+   tutorials/index.md
    integrations/index.md
    api_reference/index.md
    developer_guide/index.md

diff --git a/docs/guides/backtest_example.md → docs/tutorials/backtest_high_level.md b/docs/guides/backtest_example.md → docs/tutorials/backtest_high_level.md
@@ -1,6 +1,6 @@
-# Complete Backtest Example
+# Backtest (High-level API)
 
-This example runs through how to load raw data (external to Nautilus) into the data catalog, through to a single 'one-shot' backtest run.
+This tutorial runs through how to load raw data (external to Nautilus) into the data catalog, through to a single 'one-shot' backtest run.
 
 ## Imports
 

diff --git a/docs/guides/index.md → docs/tutorials/index.md b/docs/guides/index.md → docs/tutorials/index.md
@@ -1,6 +1,6 @@
-# Guides
+# Tutorials
 
-Welcome to the guides for the NautilusTrader platform! We hope these guides will be a helpful 
+Welcome to the tutorials for the NautilusTrader platform! We hope these will be a helpful 
 resource as you explore the different features and capabilities of the platform.
 
 To get started, you can take a look at the table of contents on the left-hand side of the page. 
@@ -24,5 +24,5 @@ The terms "NautilusTrader", "Nautilus" and "platform" are used interchageably th
    :titlesonly:
    :hidden:
    
-   backtest_example.md
+   backtest_high_level.md
 ```