Just as you posted that I remembered that 2years ago when I used X Trader they had that as an option so I would have to think that all of CME offers that.
You can partially hide some of your volume and conceal what you are doing by splitting the order amongst different ECN's. Another tactic is the old bait and switch that the big boys like to do. For instance, if you see GSCO on the Bid but down a couple of levels looking for 10k shares then suddenly a random ECN pops up on the inside ASK with a boatload of shares who do you think that is? Probably Goldy routing through an ECN. By showing up down in the Bid list their hope is newbs will see them as a hammer and think that if Goldy wants 10k shares, I better pick some up. Meanwhile GS is really dumping shares by the truck load to these people through the ECN and as soon as they are done unloading, GSCO disappears to the bottom of the level II bid list. It's usually right after this the price will begin sinking like a tank in quicksand.
Apparently the FTSE has a rule that allows the Market Makers - 90 minutes to delay showing unusual large block orders - do the NYSE and Nasdaq allow the same ????