hard · Order Flow Analysis

An institutional algorithm is executing a large buy order in Corn (ZC) using a 'VWAP' strategy.

What is the specific footprint signature the retail trader should look for?

  1. Large stacked buying imbalances of $1,000+ contracts in a single 1-minute bar.
  2. A persistent positive bias in cumulative delta and slightly elevated ask volume across many bars without obvious spikes.
  3. Zero volume at session highs (unfinished business) as price is pushed too quickly.
  4. High bid volume at session lows representing passive support.

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