MarketOrder

You can get the filled price, internal OrderId, and BrokerageId from the OrderTicket object returned by the MarketOrder method. Here's how you can do it:

order_ticket = self.algorithm.MarketOrder(symbol, allowed_quantity)

# Get the average fill price
fill_price = order_ticket.AverageFillPrice

# Get the internal OrderId
order_id = order_ticket.OrderId

# Get the BrokerageId
brokerage_id = order_ticket.BrokerId

The AverageFillPrice property gives you the average price at which the order was filled. The OrderId property gives you the internal ID of the order. The BrokerId property gives you the ID of the order at the brokerage.

Please note that the AverageFillPrice will return a value of zero if no fills have been processed yet^1^. Also, the BrokerId is a list of strings, as an order can be split into multiple child orders at the brokerage^2^.

Please write me an example of BrokerId (which is a list of strings) ?

In addition, any past order which are filled or patially filled, I will be fetching using below method . getOrders will always will have internal OrderId and Brokerage Id ? Internal Order Id will be same as orderId which got it from order_ticket in market_order execution order_ticket.OrderId ?

orders = self.algorithm.Transactions.GetOrders(
    lambda x: x.Status in {OrderStatus.Filled, OrderStatus.PartiallyFilled})

Sure, here's an example of how you can access the BrokerId property, which is a list of strings:

order_ticket = self.algorithm.MarketOrder(symbol, allowed_quantity)

# Get the BrokerageId
brokerage_ids = order_ticket.BrokerId

# Print each BrokerageId
for id in brokerage_ids:
    self.Debug(id)

In this example, brokerage_ids is a list of strings. Each string in this list is an ID assigned by the brokerage to a part of the order. If the order was split into multiple child orders at the brokerage, this list will contain the IDs of all those child orders.

As for your second question, yes, the GetOrders method will return a list of Order objects, and each Order object will have an OrderId property. This OrderId is the same as the one you get from order_ticket.OrderId after executing a market order. Each Order object also has a BrokerId property, which is a list of strings containing the IDs assigned by the brokerage^1^.

Here's how you can access these properties:

orders = self.algorithm.Transactions.GetOrders(
    lambda x: x.Status in {OrderStatus.Filled, OrderStatus.PartiallyFilled})

for order in orders:
    self.Debug(f"OrderId: {order.Id}")
    for id in order.BrokerId:
        self.Debug(f"BrokerId: {id}")

In this example, for each order that is filled or partially filled, we print its OrderId and all its BrokerIds.

Does order_ticket has filled_quantity ? if orders are filled in multiple lots with different price and quantiry ? how to get total filed_quantity with AverageFilledPrice. Where do I find the detail documenation API for Order_ticket

Yes, the OrderTicket object has a QuantityFilled property that gives you the total quantity filled for the order. If an order is filled in multiple lots, this property will give you the total quantity filled across all lots.

The OrderTicket object also has an AverageFillPrice property that gives you the average price at which the order was filled. If an order is filled in multiple lots at different prices, this property will give you the average fill price across all lots.

Here's how you can access these properties:

order_ticket = self.algorithm.MarketOrder(symbol, allowed_quantity)

# Get the total quantity filled
quantity_filled = order_ticket.QuantityFilled

# Get the average fill price
average_fill_price = order_ticket.AverageFillPrice

self.Debug(f"Quantity filled: {quantity_filled}; Average fill price: {average_fill_price}")

In this example, quantity_filled gives you the total quantity filled, and average_fill_price gives you the average fill price.

You can find detailed documentation for the OrderTicket object in the Order Management section of the QuantConnect documentation^1^.

I stored the symbol,  orderId (internal OrderId) QuantityFilled, AverageFillPrice and OrderDateTime in the object_store as soon order is executed.  When I reconcile the brokerage open order/positions with object_store 'orders after algorithm get restarted, All above fields value remain same as time of order execution. In other words, Lean engine keep same values from brokerage as it connects back to brokerage account

Yes, the values you stored in the Object Store should remain the same after the algorithm restarts. When the algorithm connects back to the brokerage account, it fetches the cashbook, open positions, and open orders to create a portfolio representing your account^1^. However, it doesn't fetch past orders or change the values of past orders that you've stored in the Object Store.

Here's an example of how you might store order information in the Object Store:

order_ticket = self.algorithm.MarketOrder(symbol, allowed_quantity)

# Store order information in the Object Store
self.object_store.save(f"order_{order_ticket.OrderId}", {
    "symbol": symbol,
    "orderId": order_ticket.OrderId,
    "quantityFilled": order_ticket.QuantityFilled,
    "averageFillPrice": order_ticket.AverageFillPrice,
    "orderDateTime": order_ticket.Time
})

And here's how you might retrieve that information after the algorithm restarts:

# Get the order information from the Object Store
order_info = self.object_store.read(f"order_{order_id}")

self.Debug(f"Symbol: {order_info['symbol']}")
self.Debug(f"OrderId: {order_info['orderId']}")
self.Debug(f"Quantity filled: {order_info['quantityFilled']}")
self.Debug(f"Average fill price: {order_info['averageFillPrice']}")
self.Debug(f"Order date time: {order_info['orderDateTime']}")

In these examples, order_id is the ID of the order you're interested in.

Please note that you should clear the Object Store cache before reading data to ensure you get the latest value for a specific key^2^.

After shutting down the deployment for time being, I placed the orders outside QC platform( which were place directly in the brokerage platform), how QC will get those orders when QC gets started again ? Wil QC generated all order_tickets which were placed outside when QC was shutodwn.                                              Lets take example. I deployed live trading algorithm on 7-1-2024 9:00 AM, QC algorithm bought stocks with marker order with below order_ticket (orderDateTime - 2024-07-01T09:31:00Z, Symbol- TSLA, orderId - 1, quantityFilled - 100, averageFillPrice-190.00) and I save this order_ticket detail in the object_store. Then, Live trading algorithm was shutdown on  7-2-2024 9:00 AM. I placed an order to buy TSLA stock from my IB brokerage account which was executed with below detail (orderDateTime - 2024-07-02T09:31:00Z, Symbol- TSLA,  quantityFilled - 100, averageFillPrice-195.00). Then, Live trading algorithm was started on  7-3-2024 9:00 AM so now I want to reconcile my brokerage orders/positions with object_store's order. how wuld I get those order_tickets which were placed outside QC algorithm ?

QuantConnect's LEAN engine syncs with your brokerage account when the algorithm starts, fetching the cashbook, open positions, and open orders^1^. However, it does not fetch past orders that were filled while the algorithm was offline^1^. Therefore, if you place orders directly from your brokerage account while the algorithm is not running, those orders will not be reflected in the OrderTicket objects when the algorithm starts again.

In your example, the order you placed directly from your IB brokerage account on 7-2-2024 will not generate an OrderTicket in QuantConnect when you start the algorithm on 7-3-2024. The OrderTicket objects only represent orders that were placed through the algorithm.

If you want to keep track of orders placed outside of QuantConnect, you would need to manually enter those orders into the Object Store or some other form of storage that your algorithm can access.

Please note that if you place orders outside of QuantConnect while the algorithm is running, the algorithm will be stopped^3^. This is because the brokerage might not provide complete information immediately after a new order is placed, which could potentially lead to discrepancies between the state of your algorithm and the state of your brokerage account.