如何从order flow data中鉴别机构投资者

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本人在做一道关于股票投资策略的题目，要求是在order flow data中鉴别哪些来自机构投资者的行为。实在是太缺乏这部分理论知识，请教下论坛里的各位大牛，感激不尽，以下是题目信息：
One  of  the  most  frequently  used  data  in  strategy  developing  is  order  flow. Order  flow  is another  term  used  in  place  of  transaction  flow.  Order  flow  occurs  when  someone  believes the  price  of  a  security  will  move  and  then  decides  to  execute  an  order (transaction)  in  the market.   Below is a typical sample of order flow data. It has information on the stock I.D., the price and exact time at which the transaction takes place, and the quantity/trading value of the transaction


Order flow data sample is listed below (Note that this MADE UP data. It is only meant to give you an idea of what the order flow data look like)



We have a project aiming to identify the institutional order flows. In other words, we want to know what orders are coming from the institutional traders such as mutual funds or pension funds.  Since  institutional  traders  and  retail  traders  demonstrate  different  trading  behaviors and have different price impacts on the market, identifying the institutional order flows will help us to better predict the price movements of stocks.


Question：
A: Given  the  data  of  order  flow,  please  provide  a  feasible  method  to  identify  the  institutional orders. Briefly describe your methodology and the reasoning behind it. How noisy/reliable is this measure? What are the possible caveats?


B: In  securities  trading  an  order  book  contains  the  list  of  interested  buyers  and  the  list  of interested sellers at a articular time slot. For each entry it keeps the number of shares and the price that the buyers or sellers are asking/bidding for the particular security.  Below is a typical  sample  of  an order  book. If  you  can  obtain  the  order  book  data,  how  would  you
improve your method in a?


Order  book  data  sample  (Note  that  this  MADE  UP  data.  The  date  is  in  the  future.  It  is  only meant to give you an idea of what the order book looks like)


股票代码日期 时间 最近成交价买入价1 卖出价1 买入价2 卖出价2 买入价3 卖出价3 买入1 量卖出1 量买入2量卖出2量买入3量卖出3量
600090 6/13/2013 09:26 7.22 7.22 7.25 7.21 7.26 7.2 7.27 4650 4653 4417.5 5234.625 2657.143 4486.821
600090 6/13/2013 09:31 7.22 7.22 7.26 7.21 7.27 7.2 7.28 5100 5103 4845 5740.875 2914.286 4920.75
600090 6/13/2013 09:32 7.25 7.22 7.25 7.21 7.26 7.2 7.27 300 303 285 340.875 171.4286 292.1786
600090 6/13/2013 09:32 7.25 7.25 7.26 7.24 7.27 7.23 7.28 400 403 380 453.375 228.5714 388.6071
600090 6/13/2013 09:32 7.25 7.23 7.25 7.22 7.26 7.21 7.27 29600 29603 28120 33303.38 16914.29 28545.75
600090 6/13/2013 09:32 7.25 7.23 7.25 7.22 7.26 7.21 7.27 1000 1003 950 1128.375 571.4286 967.1786
600090 6/13/2013 09:32 7.25 7.23 7.25 7.22 7.26 7.21 7.27 500 503 475 565.875 285.7143 485.0357
600090 6/13/2013 09:32 7.25 7.23 7.25 7.22 7.26 7.21 7.27 6000 6003 5700 6753.375 3428.571 5788.607
600090 6/13/2013 09:34 7.24 7.24 7.25 7.23 7.26 7.22 7.27 1500 1503 1425 1690.875 857.1429 1449.321
600090 6/13/2013 09:34 7.24 7.22 7.24 7.21 7.25 7.2 7.26 300 303 285 340.875 171.4286 292.1786
600090 6/13/2013 09:34 7.25 7.22 7.25 7.21 7.26 7.2 7.27 700 703 665 790.875 400 677.8929
600090 6/13/2013 09:34 7.22 7.22 7.25 7.21 7.26 7.2 7.27 4100 4103 3895 4615.875 2342.857 3956.464
600090 6/13/2013 09:35 7.24 7.22 7.24 7.21 7.25 7.2 7.26 500 503 475 565.875 285.7143 485.0357
600090 6/13/2013 09:36 7.23 7.22 7.23 7.21 7.24 7.2 7.25 1600 1603 1520 1803.375 914.2857 1545.75
600090 6/13/2013 09:36 7.23 7.22 7.23 7.21 7.24 7.2 7.25 3000 3003 2850 3378.375 1714.286 2895.75
600090 6/13/2013 09:36 7.22 7.22 7.23 7.21 7.24 7.2 7.25 10000 10003 9500 11253.38 5714.286 9645.75
600090 6/13/2013 09:36 7.22 7.22 7.23 7.21 7.24 7.2 7.25 1000 1003 950 1128.375 571.4286 967.1786
600090 6/13/2013 09:36 7.2 7.2 7.23 7.19 7.24 7.18 7.25 10400 10403 9880 11703.38 5942.857 10031.46
600090 6/13/2013 09:36 7.22 7.2 7.22 7.19 7.23 7.18 7.24 1600 1603 1520 1803.375 914.2857 1545.75

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