Before revision:  We demonstrate that price impact concept is poorly applicable to market dynamics and execution flow I=dV/dt operator with an "impact from the future" term , providing information about not yet executed tradesto be considered instead. An impact from the future  on I can be directly estimated from already executed trades, after that directional information on price can be obtained from experimentally observed fact that  I and p operators to have the same eigenfunctions (  exact result in  dynamic impact approximation p=p(I)).
After revision:  We demonstrate that price impact concept is poorly applicable to market dynamics and execution flow I=dV/dt operator with an "impact from the future" term , providing information about not--yet--executed trades. The " impact from the future on I can be directly estimated from already executed trades, after that directional information on price can be obtained from experimentally observed fact that I and p operators to have the same eigenfunctions ( exact result in dynamic impact approximation p=p(I)).