When I take my daughter we usually bring some snacks and her water bottle. They check our backpack at the gate and we've never had any issues. Don't know if it's because she's a kid but they normally just take a quick glance before waving you through (I'm guessing they're mostly looking for alcohol).
So I wouldn't be concerned about packing a water bottle (if you're really concerned you can bring an empty one and fill it at the stadium) and some small snacks; anything you can fit in your jacket pocket won't even be checked so there is that option too.
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