Whew! and he would know. All of the volume has been in the mini ES contracts for quite some time now, I forget when it turned over, maybe a couple'a years ago. JJ
Dont you think you should understand this basic concept (what DOM is) before deciding to trade the ES, let alone 100 lots?
The DOM will show how many contracts are bid and offered at each price for the nearest 5 tics from current bid & ask. You'll know how much, if any, slippage you might have on a large order. (Of course, it's always possible someone might click off a 1000 lot which hits the system a split second before yours and makes you fill worse.) You can place limit orders in the DOM queue, or you just buy at the current offer and sell at the current bid. FWIW... I'm a lonnnng time trader and suggest you primarily buy and sell at the market in the ES. Limit orders are more appropriate in very thin issues.
I had the same question regarding how many you could drop on the ES with a market order and was told by some here and by 3 different brokers that I have a good relationship with that up to 2,000 is manageable on the ES. The average was about 1250 for sake of discussion.
I just looked at the DOM, and there are about 6000 on both the bid and offer sides which are currently within 1 handle. A 1250 lot would go off with partial fills at the current bid/offer + 1 tic (worse).