When downloading orders resulting from a backtest, the only time available in the CSV file is the time when the order was placed (not when it was filled). However, is there a way of retrieving the time of order fill as well? When expanding the order within the algorithm lab you can see the time of order fill, however, it is not available when downloading the CSV (see the screenshot).
I want to download my orders in order to plot them in a separate script for better understanding, however, I need to know the time my orders were filled or canceled. See the order summary in the attached backtest.
Haakon
Just saw that you can download a detailed JSON description of every closed trade by going to Overview tab in the backtest:
Alexandre Catarino
Hi Haakon Flaarønning ,
Please check out the following tutorial that teaches how to use the ReadBacktestOrders method:
You can use Lean-CLI to run the Research Environment locally.
Best regards,
Alex
Haakon
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