Inconsistent Time-Zone Display for New Order Event Lines in Live Logs

Here is an example you can use to supplement or replace the automatic UTC "New Order Event" line in your algorithm. This code will help ensure your logs show order event information in the same time zone as the rest of your algorithm (America/New_York), making post-trade analysis and real-time monitoring consistent and clear.

from AlgorithmImports import *

class CustomOrderEventLogAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2022, 1, 1)
        self.set_cash(100000)
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol

    def on_data(self, data: Slice) -> None:
        if not self.portfolio.invested:
            self.market_order(self._symbol, 10)

    def on_order_event(self, orderEvent: OrderEvent) -> None:
        # This custom log entry uses the algorithm's local time for correlation in both backtest and live scenarios.
        # It is separate from the automatic UTC log line: "UTC New Order Event".
        if orderEvent.status == OrderStatus.FILLED:
            self.debug(f"Custom Order Event (Local Time): {self.time} | "
                       f"Order ID: {orderEvent.order_id} | "
                       f"Fill Price: {orderEvent.fill_price} | "
                       f"Fill Quantity: {orderEvent.fill_quantity}")

How this helps you:

• The self.time value is always in the algorithm's time zone (e.g., America/New_York if you set it with self.set_time_zone('America/New_York')).
• The message is clearly labeled as Local Time to avoid confusion.
• You can trust all your own logs (from self.debug, self.log, etc.) to remain in your preferred time zone for easy correlation with your data and UI.

Limitations / Feature Requests:

• As of now, the automatically generated "New Order Event" log line in UTC cannot be suppressed or reconfigured from the algorithm settings.
• There is no option to output both UTC and local times in that line, nor to align it with your algorithm time zone.
• Submitting a feature request to QuantConnect (either on their forums or GitHub issues) for:
  • an API flag to suppress or configure the "New Order Event" line,
  • and/or for time zone selection (including both UTC and Algorithm time), would be the best way forward if this is a priority for your workflow.

Let me know if you’d like a template for such a feature request, or additional code examples!

Sources: docs writing algorithms key concepts time modeling time zones, Logging - QuantConnect.com, Handling Data - QuantConnect.com, Time In Force Algorithm, Charting and Logging - QuantConnect.com