I added an event that I run 15 minutes before MarketClose.  In it, I make a trade decision and send a limit order.  I noticed the order was never being filled, even when I used a highly liquid symbol (SPY) and gave it a very generous limit (1.1 * lastPrice).  I'm guessing this fill doesn't happen because my data resolution is set to daily?

1. Is it possible to have the fill simulator run at a different resolution (ideally seconds) than the tick data I'm subscribed to for my data events?

2. Somewhat unrelated, but the docs say that OnEndOfDay is called 10 min before close of market.  Is there a similar method guaranteed to be called after market close that has the daily closing price set for an equity, or should I subscribe to a daily event at say 5pm EST?