Does anyone have an idea what the best way to move size is? e.g. 1000 lot orders or more. I have been researching this for the past month now and have some ideas myself but wanted to open the discussion up to others. Assumptions: Trading will be algorithmic on the majors and during times of good volume (market liquidity). Trading strategy requires quick entry; exits would generally be within 10 minutes. If I haven't given you enough information to answer please ask. Please indicate if you yourself have moved this kind of size or not intraday at the beginning of any responses please.