easy · Order Flow Analysis order-book-dom
In a Corn (ZC) futures market, the footprint reveals bid volume of 920 at a single price level over 10 minutes, even though the visible limit order book only ever showed 50 contracts resting at that bid.
What execution algorithm is most likely being utilized?
- Iceberg Order
- VWAP (Volume-Weighted Average Price)
- Market-on-Close (MOC)
- TWAP (Time-Weighted Average Price)
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