wow...can you actually buy 4-500,000 shares and no

wow...can you actually buy 4-500,000 shares and not have the price go crazy? I know what you mean about the fees. Like a fool a few weeks back I had a GTC order in just above the bid for about 10k shares...and totally blew it off in the afternoon...and of course...I get home after the close and they had filled about 500 shares 10 mins previous to the close. I take that as a not so subtle msg from the powers....stay the hell out of our game...or we'll do this every day!