If you could determine how many contracts were sitting at a price level when it became the inside price and how many contracts subsequently traded at that level before moving away it would help identify where icebergs were. There is no way to determine how many of the added contracts were part of an iceberg order and how many were other traders. I don't know if it is possible to obtain historical data for market depth.
Yes, the other problem with the iceberg spotting approach I've that even if we have definitive knowledge that an iceberg is taking place, we have no definitive knowledge of the size, so unless we can detect the iceberg after a fraction of it has traded, it's not worth very much...that is unless we're interested in trying to ride any subsequent move in the opposite direction caused by a sudden stop to a continuous stream of liquidity. I have market depth historical data. I've been recording it and I will likely be buying it from now on starting next month.
Personally on the 6E I start to notice when 50+ contracts have been added and am pretty sure its an iceberg after 100 are added. The day I mentioned (10/08) was clearly an iceberg as the trader soaked up over 400 contracts which is two and a half times the normal number of contracts for a price level in that instrument. Maybe you should screen for a % above normal depth per price level?
I think one point you might be missing here is, insto traders using icebergs are usually from my experience trying to move a lot of stock. So stop playing Dr. Wallstreet on your side and turn your direction around. - SINGLE STOCK
You do not necessarily need depth data but certainly full L1 data (bid/ask price/size changes and with all trades/trade sizes) are a must. You do need a complete unfiltered data feed to get this right. What data feed are you using? Much of what you desire to do can be done and is driven by pure logic and knowledge of (CME) exchange matching.