medium · Order Flow Analysis order-book-dom

Which specific footprint signature differentiates an 'Iceberg' buy order from normal market-making noise in the E-mini S&P 500?

1. A sudden spike in cumulative delta that occurs without any real price movement
2. Negative delta printing on a green bar closing at the session high
3. High V_bid at a single level with a refreshing bid and no price decline.
4. Stacked buying imbalances appearing across three consecutive upward price ticks in a row

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