Confusion about Order.LastUpdateTime

Based on the information provided in the extracts, the Order.LastUpdateTime attribute indeed gets the UTC time this order was last updated, or null if the order has not been updated. However, the term 'update' here refers to changes made to the order itself, such as changing its limit price, not changes in the order state.

As for the OrderTicket.Time attribute, it gets the time this order was last updated. However, based on the extracts, it seems that this attribute returns the order's creation time, not the time of the last update.

If you want to track changes in the OrderState or partial fills outside of the OnOrderEvent method, you might want to consider using the OrderTicket object. When you create an order, you get an OrderTicket object to manage your order. This object has several attributes that might be useful for your purpose, such as Status (which gets the current status of the order ticket), QuantityFilled (which gets the total quantity filled for this ticket), and AverageFillPrice (which gets the average fill price for this ticket).

Here is an example of how you can use these attributes:

ticket = self.Transactions.GetOrderTicket(order_id)
status = ticket.Status
quantity_filled = ticket.QuantityFilled
average_fill_price = ticket.AverageFillPrice

Please note that this is just a general guidance and you might need to adjust the code to fit your specific needs. For more detailed information, you can refer to the QuantConnect documentation.