I'm curious about liquidity of the ES. Everyone gives liquidity as an advantage of ES over the pit future. Is ES more liquid? Let's say someone wanted to buy 1 million of S&P. Would it be better to buy ES or SP? How many ES contracts could one trade without affecting the market? Could one sell 200 contracts without moving the price? What about 1000? If one wanted to trade 1000 I guess you could scale it in over x minutes right? How long would it take? I'm curious how the big boys play the ES. I buy/sell 1-2 contracts max but there are thousands. I doubt there are thousands of small speculators like me playing 2 contracts. And is it any better with the pit S&P?