Quick question. I'm an ES day trader that trades decent size (up to 100+ lots) and will be trading much bigger size soon (1000+ lots) when I start managing investor money other than my own. I'm looking to broaden out my scope and expand my repertoire by also day trading stocks, which is something I feel my natural style could gel well with, and also to have a different income stream from pure ES trading when the indices are dead and choppy like they have been so often of late. My question for any big size stock day traders out there is what are the liquidity and scalability constraints in the world of stock day trading (assuming the most liquid and volatile stocks)? Trading a 1000 lot in the ES with a 2 point stop means $100,000 of risk in just one trade. While I know that kind of risk is not likely feasible in intraday trading in a given stock, I just want to have an idea of the number of shares one can trade pretty readily intraday in some of the most tradable stocks (like GOOG, APPL and so on) while keeping slippage under control and not eroding ones edge. Specificity and detail would be much appreciated, and keep in mind I am not a scalper. I would be looking to get in for the larger intraday swings. Of course I know that there would be a learning curve and I would first naturally start out with very small size, but I am asking to know if it could be a lucrative thing to add to my ES trading. If huge size is not really feasible it might not be worth my time and effort to get into the stock trading learning curve. Thanks.