Anyone consistently trade in 10,000 share blocks of stock? (20,000 round trip) I would like to scale from 1,000 shares up to eventually 10,000 shares. Stocks averaging + 1M shares per day. What are some of the challenges at that level...slippage? ___?____? Does 10,000 shares change price direction? Is it better to scale in at 2500 at a time?