You won't belive what I found and what IB can do to the market. I did some experience and have found a way to move the market. Just enter an order, accept it and don't transmit it. IB will move the market against you depending on the volume of the order and liquidity of the market. Of course, don't forget meet your margin requirement. Maybe this won't be as apparent to you as to me. But let's do an experiment all together, at 11:17am sharp(most quiet time, try to rule out other factors, although many other times I found it is true) other today, let's all enter a short order on 1 ES @market and a short order on 100 DIA @market. But don't submit it. Just wait and see. Then report here at 11:20am. Thanks.