diff --git a/src/content/data-streams/reference/report-schema-overview.mdx b/src/content/data-streams/reference/report-schema-overview.mdx
index 7019b912598..8b1d9afb4f1 100644
--- a/src/content/data-streams/reference/report-schema-overview.mdx
+++ b/src/content/data-streams/reference/report-schema-overview.mdx
@@ -163,6 +163,8 @@ The [RWA Standard (v8)](/data-streams/reference/report-schema-v8) report schema
 
 RWA assets trade on traditional exchanges during [market hours](/data-streams/market-hours). These market hours vary by asset class and can be subject to unexpected halts, pauses and other behaviors affecting traditional markets. For this reason, this schema includes a market hours flag and a staleness measure to equip users to handle these events correctly. It is critical that users implement correct safeguards on their end to pause markets, add more conservative risk caps, or do whatever else is appropriate for their application.
 
+For US Equities specifically, [RWA Advanced (v11)](/data-streams/reference/report-schema-v11) is strongly recommended over v8 — see below.
+
 ### RWA Advanced (v11)
 
 The [RWA Advanced (v11)](/data-streams/reference/report-schema-v11) report schema offers enhanced market data capabilities with additional fields: liquidity-weighted mid (`mid`), consensus bid and ask prices (`bid`, `ask`), resting book depth (`bidVolume`, `askVolume`), most recent execution (`lastTradedPrice`), nanosecond precision freshness (`lastSeenTimestampNs`), and expanded market status (`marketStatus`) that distinguishes between pre-market, regular hours, post-market, overnight, and weekend periods.
diff --git a/src/content/data-streams/reference/report-schema-v8.mdx b/src/content/data-streams/reference/report-schema-v8.mdx
index 7156ab91f86..0c1c356208c 100644
--- a/src/content/data-streams/reference/report-schema-v8.mdx
+++ b/src/content/data-streams/reference/report-schema-v8.mdx
@@ -20,6 +20,12 @@ import { Aside } from "@components"
 
 RWA streams adhere to the report schema outlined below.
 
+<Aside type="note" title="Integrating US Equities?">
+  For US Equities streams, [RWA Advanced (v11)](/data-streams/reference/report-schema-v11) is strongly recommended
+  over this schema. v11 adds bid/ask prices, nanosecond-precision timestamps, and expanded market status values that
+  distinguish pre-market, regular hours, post-market, and overnight sessions.
+</Aside>
+
 ### Schema Fields
 
 <SchemaFieldsTable schema="v8" />
diff --git a/src/content/data-streams/rwa-streams/handling-market-events.mdx b/src/content/data-streams/rwa-streams/handling-market-events.mdx
index 6359b9da1df..917956dfaf6 100644
--- a/src/content/data-streams/rwa-streams/handling-market-events.mdx
+++ b/src/content/data-streams/rwa-streams/handling-market-events.mdx
@@ -17,6 +17,11 @@ import MarketEventsTabs from "@features/data-streams/common/MarketEventsTabs.ast
 
 <MarketEventsTabs />
 
+<Aside type="note" title="Integrating US Equities?">
+  See the [Handling Market Events (v11)](/data-streams/rwa-streams/handling-market-events-v11) guide instead. RWA
+  Advanced (v11) is strongly recommended over this schema for US Equities streams.
+</Aside>
+
 Apply these best practices when integrating or operating markets that use tokenized real-world assets. Developers and operators are responsible for assessing market integrity, implementing mitigations, and managing application-level risks — see the [Developer Responsibilities](/data-streams/developer-responsibilities) guidance for details.
 
 ## Market Hours