You are really wealthy then, trading ES at $50,000 per point. Assuming your account can withstand at least a 100 pt drawdown, then your trading account has at least $5,000,000.
The answer is also very simple. A sell order can never appear on the Bid side of the order book. It can appear on the Ask side if it is a limit order (or stop limit etc) and not filled fully.
But this contradicts previous answers if there was a market order Short Selling? From my understanding of the answers received, they will appear on the bid side if its a market order? And if its a stop limit they also will appear on ask as a limit order? Did not know this! Thank you! Its this enigma that bothers me since I do not own the instrument but I think I am borrowing it from "somewhere" and this creates confusion in my tiny mind...
Very elementary, market orders get filled. Done, wham-o, outta here, see yaaaaaaa. They appear only in T&S. 1000 ES bwahahaha
it's like using a cruise ship in a fresh water bass tournament. you have to split the order up into acceptable ranges of fills to step lightly into the market. not drop a bomb.
Your understanding appears a bit off. When selling short in futures, you're not required to borrow the underlying as in equities. You're dealing in contracts to buy or sell the underlying at a future date, and positions are secured by margin. In your original example, a Globex Market to Limit order (or a Market Order with Protection) to sell short 1000 ES, the order would not appear in the order book; it immediately would get matched, possibly sweep a few levels in the order book, and appear as chunks in Time & Sales. You typically won't see it in T&S as a single 1000 quantity, rather as chunks of whatever buy limit orders were resting on the bid side of the order book at the time. If any part of the order cannot be filled within the limit range (or protected range), the unfilled quantity remains on the book as a limit order at the specified limit (or at the limit of the protected range). When an aggressor ('take') order matches with multiple resting orders, Globex sends execution reports to the aggressor for each individual resting order, and T&S shows the aggressor, as buyer or seller, via FIX tag 5797.
In his post 14, yet where did OP specify much of anything let alone properly frame the question. If OP's question was about sell limit orders at the current best bid or below, the same concepts apply w.r.t. his question of where they show. If his question was about sell limit orders at the current best offer or higher, it's the same concepts but from the non-aggressor side. Globex has two market order types, as described. They do not have a classic market order w/o protection as in equities. It's a key understanding if he's examining T&S and potentially looking for the rest of a larger aggressor order.
the op knows the question well, he just wants to see where the potential iceberg is, more or less. let alone any broker will allow the trade enter 1k lots at once.