Magento 2 - Save additional data to order

Question

I am trying to build an extension that will check if a specific cookie exists at the time an order is being placed. If the cookie does exist, I would like to save its value to the order in the database.

I know how to check and retrieve the cookie and its value, but what is the best approach for saving this cookie's value to the order in the database in a way that it can be retrieved later on?

So far I have looked into adding custom columns to the quote and sales_order tables, but I have not found anything that shows how to save or retrieve values that way.

I have also looked at the extension attributes feature that is new to Magento 2, but I do not know enough about how that works to implement this feature.

How would I go about achieving this requirement?

UPDATE WITH SOLUTION Here is the solution that I came up with based on the answer provided below.

Company\ModuleName\etc\extension_attributes.xml

<?xml version="1.0"?>
<config xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:Api/etc/extension_attributes.xsd">
    <extension_attributes for="Magento\Checkout\Api\Data\ShippingInformationInterface">
        <attribute code="affiliate_id" type="string"/>
    </extension_attributes>
</config>

Company\ModuleName\etc\frontent\events.xml

<?xml version="1.0"?>

<config xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
        xsi:noNamespaceSchemaLocation="urn:magento:framework:Event/etc/events.xsd">
    <event name="controller_action_predispatch">
        <observer name="naturehills_affiliatetracking" instance="NatureHills\AffiliateTracking\Observer\AffiliateTracking" shared="false" />
    </event>
    <event name="sales_model_service_quote_submit_before">
        <observer name="naturehills_affiliatetracking_add_to_order" instance="NatureHills\AffiliateTracking\Observer\SaveAffiliateId"/>
    </event>
</config>

Company\ModuleName\Observer\SaveAffiliateId.php

<?php

namespace Company\ModuleName\Observer;

use Magento\Framework\Event\Observer as EventObserver;
use Magento\Framework\Event\ObserverInterface;

class SaveAffiliateId implements ObserverInterface
{
    /**
     * @var
     */
    protected $_cookieManager;

    /**
     * SaveAffiliateId constructor.
     * @param \Magento\Framework\Stdlib\CookieManagerInterface $cookieManager
     */
    public function __construct(\Magento\Framework\Stdlib\CookieManagerInterface $cookieManager)
    {
        $this->_cookieManger = $cookieManager;
    }

    /**
     * @param EventObserver $observer
     * @return $this
     */
    public function execute(EventObserver $observer)
    {
        $order = $observer->getEvent()->getOrder();

        $affiliateCookie = $this->_cookieManager->getCookie(self::COOKIE_NAME);

        if($affiliateCookie)
        {
            $order->setAffiliateId($affiliateCookie);
        }

        return $this;
    }
}

Company\ModuleName\Setup\InstallSchema.php

<?php

namespace Company\ModuleName\Setup;

use Magento\Framework\Setup\InstallSchemaInterface;
use Magento\Framework\Setup\ModuleContextInterface;
use Magento\Framework\Setup\SchemaSetupInterface;

/**
 * @codeCoverageIgnore
 */
class InstallSchema implements InstallSchemaInterface
{
    /**
     * {@inheritdoc}
     * @SuppressWarnings(PHPMD.ExcessiveMethodLength)
     */
    public function install(SchemaSetupInterface $setup, ModuleContextInterface $context)
    {
        $installer = $setup;
        $installer->startSetup();
        $installer->getConnection()->addColumn(
            $installer->getTable('quote'),
            'affiliate_id',
            [
                'type' => 'text',
                'nullable' => true,
                'comment' => 'Affiliate Id',
            ]
        );

        $installer->getConnection()->addColumn(
            $installer->getTable('sales_order'),
            'affiliate_id',
            [
                'type' => 'text',
                'nullable' => true,
                'comment' => 'Affiliate Id',
            ]
        );

        $setup->endSetup();
    }
}

Do not forget the module.xml (Company\ModuleName\etc\module.xml)

<?xml version="1.0"?>
<config xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:Module/etc/module.xsd">
    <module name="Company_ModuleName" setup_version="0.0.1" />
</config>

And the registration.php (Company\ModuleName\registration.php)

<?php
\Magento\Framework\Component\ComponentRegistrar::register(
    \Magento\Framework\Component\ComponentRegistrar::MODULE,
    'Company_ModuleName',
    __DIR__
);

Answer 1

For saving data into order table try following way

Vendor/Module/etc/events.xml

<?xml version="1.0" encoding="UTF-8"?>
<config xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:Event/etc/events.xsd">
    <event name="sales_model_service_quote_submit_before">
        <observer name="sr_delivery_date" instance="Vendor\Module\Observer\SaveDataToOrderObserver"/>
    </event>
</config>

Vendor/Module/Observer/SaveDataToOrderObserver.php

namespace Vendor\Module\Observer;

use Magento\Framework\Event\Observer as EventObserver;
use Magento\Framework\Event\ObserverInterface;

class SaveDataToOrderObserver implements ObserverInterface
{
    public function execute(EventObserver $observer)
    {
        $order = $observer->getOrder();
        $order->setYourCustomColumn('TEST DATA');
        return $this;
    }
}

That's it.

Here is an example module