For some reason while watching scenes of Ep 3, Palpatine says "The time has come." Meaning the time for this order was going to happen one way or another. Did this mean the clones were aware that at one point they were going to kill the jedi? I always believed order 66 was an executive order given if the Jedi rebelled and the Clones would have to kill them in the name of the republic. Meaning it was an "if". Granted when Windu and the other Jedi attacked Palpatine it gave him a great reason to execute the order. Though when he said "The time has come" it seems to imply that there will indeed be a time when we kill the Jedi. Whether the Jedi rebel or not.
I think he was stating the time had come for the Clones to execute the executive order, as if they actually weren't expecting it.
The clones knew of Order 66, just as they knew of Orders 1-65. They were all a series of contingency orders given to the Grand Army.
It's true, Order 66 is indeed an executive order, one of one hundred and fifty the Grand Army and the Republic kept on record. But unlike many of those more boilerplate contingency orders, Palpatine always intended to issue Order 66 at some point, for some reason, natural or manufactured. It was placed there, hidden in plain sight with perfectly reasonable wording, knowing that he would use it against the Jedi under the pretense of a lawful action. The only question was when. The clones knew of the order's existence, but none really put much stock in the idea of their Jedi officers turning on the Republic, and so it was just chalked up to some bureaucrat covering all their bases.
There was even an Order 65 that would allow the Senate or Security Council to remove the Chancellor. So I suppose it might have gone the other way, but that was highly unlikely (I'm pretty sure both groups backed him).
It would've been nice if the movie showed at least one squad not following the order. But I can understand why it didn't.
The movies made it clear that the clones were genetically altered to be compliant. They were going to follow whatever order they were given without question. Shows like The Clone Wars and other EU material has put a more human touch on the clones, but in the film series it was made clear what they were about. They were going to follow that order without blinking at it.
The novelization shows Cody grumbling that Order 66 should have come through before he handed Obi-Wan's lightsaber back to him.
I look at "the time has come" as something that has more relevance to Sidious than it does the Clones.
they probably didn't know it was for sure going to happen, only palpatine knows what palpatine is doing