How to Get Order Details Using get_order_by_id in QuantConnect

To retrieve all details about a specific order after it is filled, you should utilize the on_order_event event handler.

While the OrderEvent object passed to this method contains immediate information about the fill (such as fill price and fill quantity), it does not contain every detail of the original order (such as the order type, submission time, or tag). To get the full details, you must use the order_id to fetch the full Order object from the self.transactions manager.

Implementation Strategy

1. Intercept the Event: Use on_order_event to detect when an order status changes.
2. Filter for Fills: Check if order_event.status == OrderStatus.FILLED.
3. Fetch Order Object: Use self.transactions.get_order_by_id(order_event.order_id) to retrieve the complete order object.
4. Access Properties: Access attributes like type, time, tag, quantity, and price.

Code Example

# region imports
from AlgorithmImports import *
# endregion

class OrderDetailsAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 1, 1)
        self.set_end_date(2023, 1, 10)
        self.set_cash(100000)
        
        self.symbol = self.add_equity("SPY", Resolution.MINUTE).symbol

    def on_data(self, data: Slice):
        # Simple logic to place an order for demonstration
        if not self.portfolio.invested:
            # Placing a Limit Order with a Tag
            self.limit_order(self.symbol, 10, data[self.symbol].close * 0.99, "MyEntryTag")

    def on_order_event(self, order_event: OrderEvent):
        # 1. Check if the order is completely filled
        if order_event.status == OrderStatus.FILLED:
            
            # 2. Retrieve the full Order object using the Transaction Manager
            order = self.transactions.get_order_by_id(order_event.order_id)
            
            # 3. Access specific details from the Order object
            order_id = order.id
            order_type = order.type                # e.g., Market, Limit, StopMarket
            original_quantity = order.quantity     # The quantity originally requested
            limit_price = order.price              # The limit price set (if applicable)
            tag = order.tag                        # Custom tag set during order submission
            created_time = order.time              # Time the order was created
            
            # 4. Access execution details from the OrderEvent object
            fill_price = order_event.fill_price    # The actual price the trade was executed at
            fill_quantity = order_event.fill_quantity # The quantity filled in this specific event
            commission = order_event.order_fee     # Commission paid

            # Logging the details
            self.debug(f"--- Order {order_id} Filled ---")
            self.debug(f"Symbol: {order_event.symbol}")
            self.debug(f"Type: {order_type}")
            self.debug(f"Tag: {tag}")
            self.debug(f"Requested Qty: {original_quantity} | Filled Qty: {fill_quantity}")
            self.debug(f"Limit Price: {limit_price} | Execution Price: {fill_price}")
            self.debug(f"Commission: {commission}")

Key Differences: OrderEvent vs. Order Object

It is important to distinguish between the data available in the event versus the data in the transaction record:

Q&A

Q: Can I access the order tag inside on_order_event without fetching the order object?
A: No. The OrderEvent object does not contain the tag. You must use self.transactions.get_order_by_id(order_event.order_id).tag to retrieve it.

Q: What happens if an order is partially filled?
A: The on_order_event will trigger with OrderStatus.PARTIALLY_FILLED. In this case, order_event.fill_quantity will show the amount filled in that specific transaction, while order.quantity will still show the total requested amount for the original order.

Q: How do I get the average fill price if an order fills in multiple chunks?
A: You can access the ticket associated with the order. Use self.transactions.get_order_tickets(order_event.order_id). The ticket object has an average_fill_price property that aggregates all partial fills for that order.