Use your brokers help desk and they should be able to give you a sense where a sweep order will fill and how many shares you could fill. You'll most likely pay to use the help desk, but it'll be worth it. Avoid the open and the close and the rest will depend on intraday volatility.
For AMD that would mean about 15,000 shares per trade. If you try to trade that size in AMD with a market order, in most cases you would for sure move the price at least somewhat. There are many ways to trade such a volume intraday without moving the price, but it depends on your trading goals and style. You could place a limit order that hides your true size. If you place such an order during the high volume and volatility of the opening, you can get away with getting filled in the blink of an eye without moving the market at all. You could also use a dripping algo that spreads your quantity over a certain time window. But if you just want to scalp in and out with market orders, trade after trade, with that size in the symbols you mentioned, then you will for sure in most cases move the market.
Interactive Brokers mentioned something about spacing big market orders to prevent price movement. I'll see if it makes it easier to do this. CME would just unload, and I've made a dent in the chart on low volume stocks.
If your sent 15k to shitty NSDQ even if there was 500k offered your fill would be a few hundred shares and the rest would pull. Moral of the story NEVER EVER ROUTE TO NSDQ
Why avoid the close? Not for daytrading maybe but for a position of multiple day's using a MOC order? The market close trade would be ideal to handle such large and even larger volumes, no? Just recently getting in to stocks so i might be wrong.
$300k is not that much for those stocks. First route to dark pools and if the entire order doesn't fill, then use the IEX router to capture the entire offer. EASY!