diff --git a/docs/concepts/orders.md b/docs/concepts/orders.md
index 7e80b74849f9..ef211eb9f86b 100644
--- a/docs/concepts/orders.md
+++ b/docs/concepts/orders.md
@@ -28,10 +28,10 @@ The core order types available for the platform are (using the enum values):
 - `TRAILING_STOP_MARKET`
 - `TRAILING_STOP_LIMIT`
 
-:::note
+:::info
 NautilusTrader has unified the API for a large set of order types and execution instructions, however
 not all of these are available for every exchange. If an order is submitted where an instruction or option
-is not available, then the system will not submit the order and an error will be logged with
+is not available, then the system will **NOT** submit the order and an error will be logged with
 a clear explanatory message.
 :::
 
@@ -150,13 +150,13 @@ examples will leverage an `OrderFactory` from within a `Strategy` context.
 
 [API Reference](https://nautilustrader.io/docs/api_reference/common.html#module-nautilus_trader.common.factories)
 
-:::note
-For clarity, any optional parameters will be clearly marked with a comment which includes the default value.
+:::info
+Any optional parameters will be clearly marked with a comment which includes the default value.
 :::
 
 ## Order Types
 
-The following order types are available for the platform.
+The following describes the order types which are available for the platform with a code example.
 
 ### Market
 
diff --git a/docs/integrations/databento.md b/docs/integrations/databento.md
index bf38b54ca60f..95fd0f6794a7 100644
--- a/docs/integrations/databento.md
+++ b/docs/integrations/databento.md
@@ -91,13 +91,13 @@ as a venue identifier. You can read more about Databento dataset naming conventi
 Of particular note is for CME Globex MDP 3.0 data (`GLBX.MDP3` dataset code), the following
 exchanges are all grouped under the `GLBX` venue. These mappings can be determined from the
 instruments `exchange` field:
-- `CBCM` - **XCME-XCBT inter-exchange spread**
-- `NYUM` - **XNYM-DUMX inter-exchange spread**
-- `XCBT` - **Chicago Board of Trade (CBOT)**
-- `XCEC` - **Commodities Exchange Center (COMEX)**
-- `XCME` - **Chicago Mercantile Exchange (CME)**
-- `XFXS` - **CME FX Link spread**
-- `XNYM` - **New York Mercantile Exchange (NYMEX)**
+- `CBCM` - XCME-XCBT inter-exchange spread
+- `NYUM` - XNYM-DUMX inter-exchange spread
+- `XCBT` - Chicago Board of Trade (CBOT)
+- `XCEC` - Commodities Exchange Center (COMEX)
+- `XCME` - Chicago Mercantile Exchange (CME)
+- `XFXS` - CME FX Link spread**
+- `XNYM` - New York Mercantile Exchange (NYMEX)
 
 :::info
 Other venue MICs can be found in the `venue` field of responses from the [metadata.list_publishers](https://databento.com/docs/api-reference-historical/metadata/metadata-list-publishers?historical=http&live=python) endpoint.
@@ -133,7 +133,7 @@ See the following Databento docs for further information:
 The following section discusses Databento schema -> Nautilus data type equivalence
 and considerations.
 
-:::note
+:::info
 See the Databento [list of fields by schema guide](https://databento.com/docs/knowledge-base/new-users/fields-by-schema).
 :::
 
@@ -307,7 +307,7 @@ trades = loader.from_dbn_file(
 catalog.write_data(trades)
 ```
 
-:::note
+:::info
 See also the [Data concepts guide](../concepts/data.md).
 :::
 
@@ -318,7 +318,7 @@ There are two `DatabentoLiveClient`s per Databento dataset:
 - One for MBO (order book deltas) real-time feeds
 - One for all other real-time feeds
 
-:::note
+:::warning
 There is currently a limitation that all MBO (order book deltas) subscriptions for a dataset have to be made at
 node startup, to then be able to replay data from the beginning of the session. If subsequent subscriptions
 arrive after start, then an error will be logged (and the subscription ignored).