Hi boatman,
My understanding: Assets.dta is used in Trade. AssetFix.dta is the default file used in simulation (Test & Train). See AssetList in the manual.
There's also a relationship between Assets.dta and what's available in the Asset scrollbox.
You can set up different "AssetFix.dta"'s with different parameters to simulate different brokers, account parameters, etc.
Be aware that there are "good" and "bad" times to connect to the broker to update Assets.dta. For example, weekends are bad.
I'm sure jcl can correct / fill in the gaps.
HTH.