Inquiry Regarding Timezone of System-Level Order Event Logs in live deploy

Hi Trader,

This is a common and very reasonable question, especially for those of us managing global and live strategies. Here's a summary based on QuantConnect platform behavior and current documentation:

Can You Change System Log Timezones (e.g., Order Events)?

Short Answer:
No, there is currently no explicit setting (in code or project configuration) to change the timezone of system-level logs, including New Order Event logs, from UTC to another timezone such as "America/New_York". Core system logs—including order events, system messages, and most audit trails—are always recorded in UTC. This behavior provides global consistency and auditability.

Details:

• The method self.SetTimeZone("America/New_York") sets the algorithm's time (i.e., self.Time) and affects your custom logs (e.g., via self.Log(), self.Debug()).
• However, system-level logs (those automatically generated by QuantConnect for orders and events) are always stamped in UTC (Coordinated Universal Time).
• This includes the timestamps you see in order event logs, both in live deploy and backtesting.

Example (as you described):

• Order placed at 10:00 AM New York → System log: 14:00 (UTC, during Daylight Saving Time).
• Your custom logs using self.Log(f"My custom message at {self.Time}") would show 10:00:00.

Why UTC?

• UTC is the standard across nearly all professional trading platforms for core record-keeping. This avoids confusion due to daylight savings, exchange holidays, or local time zone differences. It's crucial for reproducible auditing.

Workarounds

1. Custom, Synchronized Logging:

   • In your OnOrderEvent() handler, log order events yourself, using both self.Time (your algorithm's timezone) and order_event.UtcTime:

     def on_order_event(self, order_event):
         self.log(f"ALGO_TIME: {self.time} | UTC_TIME: {order_event.utc_time} | Custom Order Event: {order_event}")
     

   • This makes it easy to cross-reference your local-time actions with system event logs.

2. Post-Event Processing:

   • When analyzing logs, convert between UTC and your preferred timezone using Python or a spreadsheet for easier analysis.

Feature Request

• If timezone flexibility in system logs is important to your workflow, you can submit a feature request on the QuantConnect Feature Requests Board, as this is a recurring ask from international and multi-team users.

Summary Table

If you'd like code to help create easier-to-read local time logs for your order events, just ask!

Let me know if you need a sample implementation or have further questions.

Sources: Time Zones - QuantConnect.com, Scheduled Events - QuantConnect.com