Is there a way to attach additional data to security (product) or order?

Yes! You can attach additional data to any security (product) or order by using Tuples. Tuples are set from the Tuple Space module, and data can be added from both, Tuple Space of a product form directly. Also, data can be loaded automatically through the loaders. Check the description of how to set up a tuple here, and how to load data here. Working with data from the security’s or order’s form is described here.