medium · Order Flow Analysis footprint-delta
A 5-minute bar in the E-mini S&P $500 (ES) shows cumulative delta rising in a perfectly linear, smooth fashion across the session. Each bar displays nearly identical ask volume levels regardless of price volatility.
Which institutional execution method is most likely being utilized?
- TWAP (Time-Weighted Average Price)
- Iceberg Order
- Aggressive Market Sweep
- VWAP (Volume-Weighted Average Price)
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