PyKx transaction cost analysis

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https://learninghub.kx.com/forums/topic/pykx-transaction-cost-analysis

In Transaction Cost Analysis session :

If it is "BUY" and execution price is lower than mid price, isn't it in favour of clients because clients can buy stock lower than mid price (can be viewed as market price)?

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Hi @baichen111

Thank you for reporting this. We will investigate this further and adjust it accordingly.

Thanks,

Megan